NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 78.79 79.93 1.14 1.4% 78.45
High 78.85 79.93 1.08 1.4% 79.61
Low 78.79 79.93 1.14 1.4% 78.37
Close 78.76 79.93 1.17 1.5% 79.18
Range 0.06 0.00 -0.06 -100.0% 1.24
ATR 0.68 0.71 0.04 5.2% 0.00
Volume 525 2,482 1,957 372.8% 836
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 79.93 79.93 79.93
R3 79.93 79.93 79.93
R2 79.93 79.93 79.93
R1 79.93 79.93 79.93 79.93
PP 79.93 79.93 79.93 79.93
S1 79.93 79.93 79.93 79.93
S2 79.93 79.93 79.93
S3 79.93 79.93 79.93
S4 79.93 79.93 79.93
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 79.93 78.79 1.14 1.4% 0.01 0.0% 100% True False 752
10 79.93 76.78 3.15 3.9% 0.05 0.1% 100% True False 393
20 79.93 73.20 6.73 8.4% 0.14 0.2% 100% True False 505
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.93
2.618 79.93
1.618 79.93
1.000 79.93
0.618 79.93
HIGH 79.93
0.618 79.93
0.500 79.93
0.382 79.93
LOW 79.93
0.618 79.93
1.000 79.93
1.618 79.93
2.618 79.93
4.250 79.93
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 79.93 79.74
PP 79.93 79.55
S1 79.93 79.36

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

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