NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 89.00 87.73 -1.27 -1.4% 89.95
High 89.10 88.72 -0.38 -0.4% 91.32
Low 87.66 87.52 -0.14 -0.2% 87.52
Close 87.73 87.94 0.21 0.2% 87.94
Range 1.44 1.20 -0.24 -16.7% 3.80
ATR 1.55 1.53 -0.03 -1.6% 0.00
Volume 832 1,167 335 40.3% 4,599
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.66 91.00 88.60
R3 90.46 89.80 88.27
R2 89.26 89.26 88.16
R1 88.60 88.60 88.05 88.93
PP 88.06 88.06 88.06 88.23
S1 87.40 87.40 87.83 87.73
S2 86.86 86.86 87.72
S3 85.66 86.20 87.61
S4 84.46 85.00 87.28
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 100.33 97.93 90.03
R3 96.53 94.13 88.99
R2 92.73 92.73 88.64
R1 90.33 90.33 88.29 89.63
PP 88.93 88.93 88.93 88.58
S1 86.53 86.53 87.59 85.83
S2 85.13 85.13 87.24
S3 81.33 82.73 86.90
S4 77.53 78.93 85.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.32 87.52 3.80 4.3% 1.51 1.7% 11% False True 919
10 94.50 87.52 6.98 7.9% 1.09 1.2% 6% False True 1,330
20 96.00 87.52 8.48 9.6% 0.95 1.1% 5% False True 1,786
40 96.00 84.34 11.66 13.3% 1.09 1.2% 31% False False 1,670
60 96.00 81.51 14.49 16.5% 0.90 1.0% 44% False False 1,696
80 96.00 74.47 21.53 24.5% 0.72 0.8% 63% False False 1,486
100 96.00 69.08 26.92 30.6% 0.60 0.7% 70% False False 1,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.09
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.82
2.618 91.86
1.618 90.66
1.000 89.92
0.618 89.46
HIGH 88.72
0.618 88.26
0.500 88.12
0.382 87.98
LOW 87.52
0.618 86.78
1.000 86.32
1.618 85.58
2.618 84.38
4.250 82.42
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 88.12 88.31
PP 88.06 88.19
S1 88.00 88.06

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

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