NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 90.70 89.94 -0.76 -0.8% 93.90
High 90.70 90.10 -0.60 -0.7% 94.50
Low 90.37 89.70 -0.67 -0.7% 89.70
Close 90.58 89.88 -0.70 -0.8% 89.88
Range 0.33 0.40 0.07 21.2% 4.80
ATR 1.51 1.47 -0.05 -3.0% 0.00
Volume 2,764 2,083 -681 -24.6% 8,710
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.09 90.89 90.10
R3 90.69 90.49 89.99
R2 90.29 90.29 89.95
R1 90.09 90.09 89.92 89.99
PP 89.89 89.89 89.89 89.85
S1 89.69 89.69 89.84 89.59
S2 89.49 89.49 89.81
S3 89.09 89.29 89.77
S4 88.69 88.89 89.66
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 105.76 102.62 92.52
R3 100.96 97.82 91.20
R2 96.16 96.16 90.76
R1 93.02 93.02 90.32 92.19
PP 91.36 91.36 91.36 90.95
S1 88.22 88.22 89.44 87.39
S2 86.56 86.56 89.00
S3 81.76 83.42 88.56
S4 76.96 78.62 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.50 89.70 4.80 5.3% 0.68 0.8% 4% False True 1,742
10 96.00 89.70 6.30 7.0% 0.80 0.9% 3% False True 1,913
20 96.00 88.19 7.81 8.7% 0.87 1.0% 22% False False 2,136
40 96.00 84.34 11.66 13.0% 0.98 1.1% 48% False False 1,650
60 96.00 79.86 16.14 18.0% 0.79 0.9% 62% False False 1,735
80 96.00 74.47 21.53 24.0% 0.63 0.7% 72% False False 1,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.80
2.618 91.15
1.618 90.75
1.000 90.50
0.618 90.35
HIGH 90.10
0.618 89.95
0.500 89.90
0.382 89.85
LOW 89.70
0.618 89.45
1.000 89.30
1.618 89.05
2.618 88.65
4.250 88.00
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 89.90 91.51
PP 89.89 90.97
S1 89.89 90.42

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

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