NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 96.04 95.00 -1.04 -1.1% 93.15
High 96.35 95.41 -0.94 -1.0% 96.35
Low 95.85 95.00 -0.85 -0.9% 92.20
Close 96.35 95.59 -0.76 -0.8% 95.59
Range 0.50 0.41 -0.09 -18.0% 4.15
ATR 1.52 1.50 -0.01 -0.8% 0.00
Volume 2,731 1,439 -1,292 -47.3% 8,374
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.56 96.49 95.82
R3 96.15 96.08 95.70
R2 95.74 95.74 95.67
R1 95.67 95.67 95.63 95.71
PP 95.33 95.33 95.33 95.35
S1 95.26 95.26 95.55 95.30
S2 94.92 94.92 95.51
S3 94.51 94.85 95.48
S4 94.10 94.44 95.36
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 107.16 105.53 97.87
R3 103.01 101.38 96.73
R2 98.86 98.86 96.35
R1 97.23 97.23 95.97 98.05
PP 94.71 94.71 94.71 95.12
S1 93.08 93.08 95.21 93.90
S2 90.56 90.56 94.83
S3 86.41 88.93 94.45
S4 82.26 84.78 93.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.35 92.20 4.15 4.3% 1.02 1.1% 82% False False 2,872
10 96.35 89.50 6.85 7.2% 0.70 0.7% 89% False False 2,032
20 96.35 85.59 10.76 11.3% 1.08 1.1% 93% False False 1,593
40 96.35 85.59 10.76 11.3% 1.07 1.1% 93% False False 1,298
60 96.35 76.65 19.70 20.6% 0.74 0.8% 96% False False 1,208
80 96.35 72.90 23.45 24.5% 0.58 0.6% 97% False False 1,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.15
2.618 96.48
1.618 96.07
1.000 95.82
0.618 95.66
HIGH 95.41
0.618 95.25
0.500 95.21
0.382 95.16
LOW 95.00
0.618 94.75
1.000 94.59
1.618 94.34
2.618 93.93
4.250 93.26
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 95.46 95.50
PP 95.33 95.41
S1 95.21 95.33

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

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