NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 85.94 85.70 -0.24 -0.3% 89.95
High 85.94 87.15 1.21 1.4% 91.32
Low 85.11 85.68 0.57 0.7% 87.52
Close 85.20 87.29 2.09 2.5% 87.94
Range 0.83 1.47 0.64 77.1% 3.80
ATR 1.68 1.70 0.02 1.1% 0.00
Volume 2,353 3,211 858 36.5% 4,599
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.12 90.67 88.10
R3 89.65 89.20 87.69
R2 88.18 88.18 87.56
R1 87.73 87.73 87.42 87.96
PP 86.71 86.71 86.71 86.82
S1 86.26 86.26 87.16 86.49
S2 85.24 85.24 87.02
S3 83.77 84.79 86.89
S4 82.30 83.32 86.48
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 5.0% 1.49 1.7% 59% False False 2,110
10 91.32 84.70 6.62 7.6% 1.31 1.5% 39% False False 1,800
20 96.00 84.70 11.30 12.9% 1.11 1.3% 23% False False 1,673
40 96.00 84.34 11.66 13.4% 1.17 1.3% 25% False False 1,866
60 96.00 84.34 11.66 13.4% 0.98 1.1% 25% False False 1,734
80 96.00 74.47 21.53 24.7% 0.78 0.9% 60% False False 1,560
100 96.00 69.60 26.40 30.2% 0.64 0.7% 67% False False 1,503
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.40
2.618 91.00
1.618 89.53
1.000 88.62
0.618 88.06
HIGH 87.15
0.618 86.59
0.500 86.42
0.382 86.24
LOW 85.68
0.618 84.77
1.000 84.21
1.618 83.30
2.618 81.83
4.250 79.43
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 87.00 86.84
PP 86.71 86.40
S1 86.42 85.95

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

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