NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 86.27 88.25 1.98 2.3% 85.63
High 87.84 89.99 2.15 2.4% 89.99
Low 85.90 88.19 2.29 2.7% 85.17
Close 87.84 89.63 1.79 2.0% 89.63
Range 1.94 1.80 -0.14 -7.2% 4.82
ATR 2.13 2.13 0.00 0.1% 0.00
Volume 9,014 10,207 1,193 13.2% 29,267
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 94.67 93.95 90.62
R3 92.87 92.15 90.13
R2 91.07 91.07 89.96
R1 90.35 90.35 89.80 90.71
PP 89.27 89.27 89.27 89.45
S1 88.55 88.55 89.47 88.91
S2 87.47 87.47 89.30
S3 85.67 86.75 89.14
S4 83.87 84.95 88.64
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 102.72 101.00 92.28
R3 97.90 96.18 90.96
R2 93.08 93.08 90.51
R1 91.36 91.36 90.07 92.22
PP 88.26 88.26 88.26 88.70
S1 86.54 86.54 89.19 87.40
S2 83.44 83.44 88.75
S3 78.62 81.72 88.30
S4 73.80 76.90 86.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.99 85.17 4.82 5.4% 2.09 2.3% 93% True False 6,523
10 92.25 85.17 7.08 7.9% 1.85 2.1% 63% False False 5,967
20 97.22 85.17 12.05 13.4% 1.75 2.0% 37% False False 5,004
40 97.22 85.12 12.10 13.5% 2.05 2.3% 37% False False 3,764
60 97.22 84.95 12.27 13.7% 1.72 1.9% 38% False False 2,984
80 97.22 75.05 22.17 24.7% 1.38 1.5% 66% False False 2,524
100 97.22 70.45 26.77 29.9% 1.14 1.3% 72% False False 2,222
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.64
2.618 94.70
1.618 92.90
1.000 91.79
0.618 91.10
HIGH 89.99
0.618 89.30
0.500 89.09
0.382 88.88
LOW 88.19
0.618 87.08
1.000 86.39
1.618 85.28
2.618 83.48
4.250 80.54
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 89.45 88.99
PP 89.27 88.36
S1 89.09 87.72

These figures are updated between 7pm and 10pm EST after a trading day.

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