NYMEX Light Sweet Crude Oil Future September 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 96.00 94.75 -1.25 -1.3% 92.85
High 96.00 95.38 -0.62 -0.6% 96.00
Low 95.30 94.69 -0.61 -0.6% 92.07
Close 95.86 95.19 -0.67 -0.7% 95.19
Range 0.70 0.69 -0.01 -1.4% 3.93
ATR 1.45 1.43 -0.02 -1.4% 0.00
Volume 3,588 1,889 -1,699 -47.4% 8,599
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 97.16 96.86 95.57
R3 96.47 96.17 95.38
R2 95.78 95.78 95.32
R1 95.48 95.48 95.25 95.63
PP 95.09 95.09 95.09 95.16
S1 94.79 94.79 95.13 94.94
S2 94.40 94.40 95.06
S3 93.71 94.10 95.00
S4 93.02 93.41 94.81
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 106.21 104.63 97.35
R3 102.28 100.70 96.27
R2 98.35 98.35 95.91
R1 96.77 96.77 95.55 97.56
PP 94.42 94.42 94.42 94.82
S1 92.84 92.84 94.83 93.63
S2 90.49 90.49 94.47
S3 86.56 88.91 94.11
S4 82.63 84.98 93.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.00 92.07 3.93 4.1% 0.93 1.0% 79% False False 2,084
10 96.00 89.25 6.75 7.1% 0.81 0.8% 88% False False 2,241
20 96.00 84.34 11.66 12.2% 1.18 1.2% 93% False False 2,048
40 96.00 84.34 11.66 12.2% 0.98 1.0% 93% False False 1,631
60 96.00 76.45 19.55 20.5% 0.75 0.8% 96% False False 1,648
80 96.00 73.60 22.40 23.5% 0.59 0.6% 96% False False 1,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.31
2.618 97.19
1.618 96.50
1.000 96.07
0.618 95.81
HIGH 95.38
0.618 95.12
0.500 95.04
0.382 94.95
LOW 94.69
0.618 94.26
1.000 94.00
1.618 93.57
2.618 92.88
4.250 91.76
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 95.14 95.13
PP 95.09 95.06
S1 95.04 95.00

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

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