NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 88.15 89.77 1.62 1.8% 84.93
High 89.34 89.91 0.57 0.6% 89.34
Low 88.15 88.01 -0.14 -0.2% 84.70
Close 89.14 89.72 0.58 0.7% 89.14
Range 1.19 1.90 0.71 59.7% 4.64
ATR 1.73 1.74 0.01 0.7% 0.00
Volume 2,706 4,038 1,332 49.2% 11,261
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 94.91 94.22 90.77
R3 93.01 92.32 90.24
R2 91.11 91.11 90.07
R1 90.42 90.42 89.89 89.82
PP 89.21 89.21 89.21 88.91
S1 88.52 88.52 89.55 87.92
S2 87.31 87.31 89.37
S3 85.41 86.62 89.20
S4 83.51 84.72 88.68
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.65 100.03 91.69
R3 97.01 95.39 90.42
R2 92.37 92.37 89.99
R1 90.75 90.75 89.57 91.56
PP 87.73 87.73 87.73 88.13
S1 86.11 86.11 88.71 86.92
S2 83.09 83.09 88.29
S3 78.45 81.47 87.86
S4 73.81 76.83 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.91 84.70 5.21 5.8% 1.58 1.8% 96% True False 3,059
10 91.32 84.70 6.62 7.4% 1.54 1.7% 76% False False 1,989
20 96.00 84.70 11.30 12.6% 1.17 1.3% 44% False False 1,951
40 96.00 84.34 11.66 13.0% 1.22 1.4% 46% False False 1,984
60 96.00 84.34 11.66 13.0% 1.01 1.1% 46% False False 1,804
80 96.00 74.47 21.53 24.0% 0.82 0.9% 71% False False 1,631
100 96.00 70.23 25.77 28.7% 0.67 0.7% 76% False False 1,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.99
2.618 94.88
1.618 92.98
1.000 91.81
0.618 91.08
HIGH 89.91
0.618 89.18
0.500 88.96
0.382 88.74
LOW 88.01
0.618 86.84
1.000 86.11
1.618 84.94
2.618 83.04
4.250 79.94
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 89.47 89.08
PP 89.21 88.44
S1 88.96 87.80

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

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