NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 88.53 88.44 -0.09 -0.1% 90.25
High 89.42 89.03 -0.39 -0.4% 91.90
Low 87.69 87.69 0.00 0.0% 87.69
Close 88.01 88.23 0.22 0.2% 88.23
Range 1.73 1.34 -0.39 -22.5% 4.21
ATR 1.73 1.70 -0.03 -1.6% 0.00
Volume 2,850 2,342 -508 -17.8% 12,189
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.34 91.62 88.97
R3 91.00 90.28 88.60
R2 89.66 89.66 88.48
R1 88.94 88.94 88.35 88.63
PP 88.32 88.32 88.32 88.16
S1 87.60 87.60 88.11 87.29
S2 86.98 86.98 87.98
S3 85.64 86.26 87.86
S4 84.30 84.92 87.49
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.90 99.28 90.55
R3 97.69 95.07 89.39
R2 93.48 93.48 89.00
R1 90.86 90.86 88.62 90.07
PP 89.27 89.27 89.27 88.88
S1 86.65 86.65 87.84 85.86
S2 85.06 85.06 87.46
S3 80.85 82.44 87.07
S4 76.64 78.23 85.91
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% 1.45 1.6% 13% False True 2,437
10 95.59 87.69 7.90 9.0% 1.57 1.8% 7% False True 2,193
20 96.35 87.69 8.66 9.8% 1.14 1.3% 6% False True 2,113
40 96.35 85.59 10.76 12.2% 1.26 1.4% 25% False False 1,656
60 96.35 81.95 14.40 16.3% 0.98 1.1% 44% False False 1,451
80 96.35 74.41 21.94 24.9% 0.78 0.9% 63% False False 1,244
100 96.35 69.15 27.20 30.8% 0.63 0.7% 70% False False 1,105
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.73
2.618 92.54
1.618 91.20
1.000 90.37
0.618 89.86
HIGH 89.03
0.618 88.52
0.500 88.36
0.382 88.20
LOW 87.69
0.618 86.86
1.000 86.35
1.618 85.52
2.618 84.18
4.250 82.00
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 88.36 88.59
PP 88.32 88.47
S1 88.27 88.35

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

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