NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 92.85 90.70 -2.15 -2.3% 92.85
High 93.32 90.70 -2.62 -2.8% 96.00
Low 92.77 90.37 -2.40 -2.6% 92.07
Close 92.20 90.58 -1.62 -1.8% 95.19
Range 0.55 0.33 -0.22 -40.0% 3.93
ATR 1.49 1.51 0.02 1.6% 0.00
Volume 808 2,764 1,956 242.1% 8,599
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.54 91.39 90.76
R3 91.21 91.06 90.67
R2 90.88 90.88 90.64
R1 90.73 90.73 90.61 90.64
PP 90.55 90.55 90.55 90.51
S1 90.40 90.40 90.55 90.31
S2 90.22 90.22 90.52
S3 89.89 90.07 90.49
S4 89.56 89.74 90.40
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 95.38 90.37 5.01 5.5% 0.74 0.8% 4% False True 1,703
10 96.00 90.37 5.63 6.2% 0.84 0.9% 4% False True 1,810
20 96.00 88.19 7.81 8.6% 0.99 1.1% 31% False False 2,072
40 96.00 84.34 11.66 12.9% 0.97 1.1% 54% False False 1,610
60 96.00 79.86 16.14 17.8% 0.79 0.9% 66% False False 1,712
80 96.00 74.47 21.53 23.8% 0.63 0.7% 75% False False 1,614
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 0.05
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 92.10
2.618 91.56
1.618 91.23
1.000 91.03
0.618 90.90
HIGH 90.70
0.618 90.57
0.500 90.54
0.382 90.50
LOW 90.37
0.618 90.17
1.000 90.04
1.618 89.84
2.618 89.51
4.250 88.97
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 90.57 92.44
PP 90.55 91.82
S1 90.54 91.20

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

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