NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 78.90 78.79 -0.11 -0.1% 78.45
High 78.90 78.85 -0.05 -0.1% 79.61
Low 78.90 78.79 -0.11 -0.1% 78.37
Close 78.90 78.76 -0.14 -0.2% 79.18
Range 0.00 0.06 0.06 1.24
ATR 0.72 0.68 -0.04 -6.1% 0.00
Volume 49 525 476 971.4% 836
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 78.98 78.93 78.79
R3 78.92 78.87 78.78
R2 78.86 78.86 78.77
R1 78.81 78.81 78.77 78.81
PP 78.80 78.80 78.80 78.80
S1 78.75 78.75 78.75 78.75
S2 78.74 78.74 78.75
S3 78.68 78.69 78.74
S4 78.62 78.63 78.73
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.77 82.22 79.86
R3 81.53 80.98 79.52
R2 80.29 80.29 79.41
R1 79.74 79.74 79.29 80.02
PP 79.05 79.05 79.05 79.19
S1 78.50 78.50 79.07 78.78
S2 77.81 77.81 78.95
S3 76.57 77.26 78.84
S4 75.33 76.02 78.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 78.37 1.24 1.6% 0.01 0.0% 31% False False 257
10 79.61 75.30 4.31 5.5% 0.14 0.2% 80% False False 145
20 79.61 73.20 6.41 8.1% 0.14 0.2% 87% False False 390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.11
2.618 79.01
1.618 78.95
1.000 78.91
0.618 78.89
HIGH 78.85
0.618 78.83
0.500 78.82
0.382 78.81
LOW 78.79
0.618 78.75
1.000 78.73
1.618 78.69
2.618 78.63
4.250 78.54
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 78.82 78.99
PP 78.80 78.91
S1 78.78 78.84

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

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