NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 84.93 85.94 1.01 1.2% 89.95
High 87.20 85.94 -1.26 -1.4% 91.32
Low 84.70 85.11 0.41 0.5% 87.52
Close 87.20 85.20 -2.00 -2.3% 87.94
Range 2.50 0.83 -1.67 -66.8% 3.80
ATR 1.65 1.68 0.03 1.9% 0.00
Volume 2,991 2,353 -638 -21.3% 4,599
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 87.91 87.38 85.66
R3 87.08 86.55 85.43
R2 86.25 86.25 85.35
R1 85.72 85.72 85.28 85.57
PP 85.42 85.42 85.42 85.34
S1 84.89 84.89 85.12 84.74
S2 84.59 84.59 85.05
S3 83.76 84.06 84.97
S4 82.93 83.23 84.74
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 89.10 84.70 4.40 5.2% 1.44 1.7% 11% False False 1,668
10 93.32 84.70 8.62 10.1% 1.22 1.4% 6% False False 1,559
20 96.00 84.70 11.30 13.3% 1.07 1.3% 4% False False 1,587
40 96.00 84.34 11.66 13.7% 1.15 1.4% 7% False False 1,788
60 96.00 84.34 11.66 13.7% 0.96 1.1% 7% False False 1,742
80 96.00 74.47 21.53 25.3% 0.76 0.9% 50% False False 1,541
100 96.00 69.45 26.55 31.2% 0.63 0.7% 59% False False 1,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.47
2.618 88.11
1.618 87.28
1.000 86.77
0.618 86.45
HIGH 85.94
0.618 85.62
0.500 85.53
0.382 85.43
LOW 85.11
0.618 84.60
1.000 84.28
1.618 83.77
2.618 82.94
4.250 81.58
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 85.53 86.71
PP 85.42 86.21
S1 85.31 85.70

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

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