NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 88.72 89.00 0.28 0.3% 93.90
High 88.94 89.10 0.16 0.2% 94.50
Low 87.71 87.66 -0.05 -0.1% 89.70
Close 88.52 87.73 -0.79 -0.9% 89.88
Range 1.23 1.44 0.21 17.1% 4.80
ATR 1.56 1.55 -0.01 -0.6% 0.00
Volume 1,001 832 -169 -16.9% 8,710
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.48 91.55 88.52
R3 91.04 90.11 88.13
R2 89.60 89.60 87.99
R1 88.67 88.67 87.86 88.42
PP 88.16 88.16 88.16 88.04
S1 87.23 87.23 87.60 86.98
S2 86.72 86.72 87.47
S3 85.28 85.79 87.33
S4 83.84 84.35 86.94
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 91.32 87.66 3.66 4.2% 1.35 1.5% 2% False True 1,103
10 95.38 87.66 7.72 8.8% 1.04 1.2% 1% False True 1,403
20 96.00 87.66 8.34 9.5% 0.89 1.0% 1% False True 1,775
40 96.00 84.34 11.66 13.3% 1.06 1.2% 29% False False 1,666
60 96.00 79.86 16.14 18.4% 0.88 1.0% 49% False False 1,677
80 96.00 74.47 21.53 24.5% 0.71 0.8% 62% False False 1,477
100 96.00 69.08 26.92 30.7% 0.58 0.7% 69% False False 1,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.22
2.618 92.87
1.618 91.43
1.000 90.54
0.618 89.99
HIGH 89.10
0.618 88.55
0.500 88.38
0.382 88.21
LOW 87.66
0.618 86.77
1.000 86.22
1.618 85.33
2.618 83.89
4.250 81.54
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 88.38 89.48
PP 88.16 88.90
S1 87.95 88.31

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

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