NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 89.94 89.95 0.01 0.0% 93.90
High 90.10 91.32 1.22 1.4% 94.50
Low 89.70 89.95 0.25 0.3% 89.70
Close 89.88 91.31 1.43 1.6% 89.88
Range 0.40 1.37 0.97 242.5% 4.80
ATR 1.47 1.47 0.00 -0.1% 0.00
Volume 2,083 1,053 -1,030 -49.4% 8,710
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 94.97 94.51 92.06
R3 93.60 93.14 91.69
R2 92.23 92.23 91.56
R1 91.77 91.77 91.44 92.00
PP 90.86 90.86 90.86 90.98
S1 90.40 90.40 91.18 90.63
S2 89.49 89.49 91.06
S3 88.12 89.03 90.93
S4 86.75 87.66 90.56
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% 0.64 0.7% 34% False False 1,602
10 96.00 89.70 6.30 6.9% 0.85 0.9% 26% False False 1,836
20 96.00 88.19 7.81 8.6% 0.81 0.9% 40% False False 2,046
40 96.00 84.34 11.66 12.8% 0.98 1.1% 60% False False 1,666
60 96.00 79.86 16.14 17.7% 0.82 0.9% 71% False False 1,734
80 96.00 74.47 21.53 23.6% 0.65 0.7% 78% False False 1,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.14
2.618 94.91
1.618 93.54
1.000 92.69
0.618 92.17
HIGH 91.32
0.618 90.80
0.500 90.64
0.382 90.47
LOW 89.95
0.618 89.10
1.000 88.58
1.618 87.73
2.618 86.36
4.250 84.13
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 91.09 91.04
PP 90.86 90.78
S1 90.64 90.51

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

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