NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 89.49 88.53 -0.96 -1.1% 95.59
High 89.49 89.42 -0.07 -0.1% 95.59
Low 87.74 87.69 -0.05 -0.1% 89.97
Close 88.80 88.01 -0.79 -0.9% 90.23
Range 1.75 1.73 -0.02 -1.1% 5.62
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 2,265 2,850 585 25.8% 9,749
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.56 92.52 88.96
R3 91.83 90.79 88.49
R2 90.10 90.10 88.33
R1 89.06 89.06 88.17 88.72
PP 88.37 88.37 88.37 88.20
S1 87.33 87.33 87.85 86.99
S2 86.64 86.64 87.69
S3 84.91 85.60 87.53
S4 83.18 83.87 87.06
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 108.79 105.13 93.32
R3 103.17 99.51 91.78
R2 97.55 97.55 91.26
R1 93.89 93.89 90.75 92.91
PP 91.93 91.93 91.93 91.44
S1 88.27 88.27 89.71 87.29
S2 86.31 86.31 89.20
S3 80.69 82.65 88.68
S4 75.07 77.03 87.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.90 87.69 4.21 4.8% 1.38 1.6% 8% False True 2,324
10 95.59 87.69 7.90 9.0% 1.48 1.7% 4% False True 2,103
20 96.35 87.69 8.66 9.8% 1.12 1.3% 4% False True 2,058
40 96.35 85.59 10.76 12.2% 1.28 1.5% 22% False False 1,613
60 96.35 80.45 15.90 18.1% 0.95 1.1% 48% False False 1,415
80 96.35 74.41 21.94 24.9% 0.76 0.9% 62% False False 1,221
100 96.35 69.15 27.20 30.9% 0.61 0.7% 69% False False 1,082
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.77
2.618 93.95
1.618 92.22
1.000 91.15
0.618 90.49
HIGH 89.42
0.618 88.76
0.500 88.56
0.382 88.35
LOW 87.69
0.618 86.62
1.000 85.96
1.618 84.89
2.618 83.16
4.250 80.34
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 88.56 88.94
PP 88.37 88.63
S1 88.19 88.32

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

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