NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 90.62 89.72 -0.90 -1.0% 87.00
High 91.10 91.26 0.16 0.2% 89.93
Low 90.00 88.87 -1.13 -1.3% 84.33
Close 91.10 90.89 -0.21 -0.2% 89.38
Range 1.10 2.39 1.29 117.3% 5.60
ATR 1.84 1.88 0.04 2.1% 0.00
Volume 1,955 1,384 -571 -29.2% 16,922
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 97.51 96.59 92.20
R3 95.12 94.20 91.55
R2 92.73 92.73 91.33
R1 91.81 91.81 91.11 92.27
PP 90.34 90.34 90.34 90.57
S1 89.42 89.42 90.67 89.88
S2 87.95 87.95 90.45
S3 85.56 87.03 90.23
S4 83.17 84.64 89.58
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 104.68 102.63 92.46
R3 99.08 97.03 90.92
R2 93.48 93.48 90.41
R1 91.43 91.43 89.89 92.46
PP 87.88 87.88 87.88 88.39
S1 85.83 85.83 88.87 86.86
S2 82.28 82.28 88.35
S3 76.68 80.23 87.84
S4 71.08 74.63 86.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.26 87.87 3.39 3.7% 1.75 1.9% 89% True False 4,857
10 91.26 84.33 6.93 7.6% 1.86 2.0% 95% True False 4,253
20 96.35 84.33 12.02 13.2% 1.61 1.8% 55% False False 3,172
40 96.35 84.33 12.02 13.2% 1.41 1.5% 55% False False 2,451
60 96.35 84.33 12.02 13.2% 1.23 1.4% 55% False False 1,867
80 96.35 75.35 21.00 23.1% 0.94 1.0% 74% False False 1,652
100 96.35 72.10 24.25 26.7% 0.78 0.9% 77% False False 1,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.42
2.618 97.52
1.618 95.13
1.000 93.65
0.618 92.74
HIGH 91.26
0.618 90.35
0.500 90.07
0.382 89.78
LOW 88.87
0.618 87.39
1.000 86.48
1.618 85.00
2.618 82.61
4.250 78.71
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 90.62 90.62
PP 90.34 90.34
S1 90.07 90.07

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

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