NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 79.93 80.45 0.52 0.7% 78.45
High 79.93 80.45 0.52 0.7% 79.61
Low 79.93 80.25 0.32 0.4% 78.37
Close 79.93 81.66 1.73 2.2% 79.18
Range 0.00 0.20 0.20 1.24
ATR 0.71 0.70 -0.01 -1.9% 0.00
Volume 2,482 178 -2,304 -92.8% 836
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 81.39 81.72 81.77
R3 81.19 81.52 81.72
R2 80.99 80.99 81.70
R1 81.32 81.32 81.68 81.16
PP 80.79 80.79 80.79 80.70
S1 81.12 81.12 81.64 80.96
S2 80.59 80.59 81.62
S3 80.39 80.92 81.61
S4 80.19 80.72 81.55
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 80.45 78.79 1.66 2.0% 0.05 0.1% 173% True False 727
10 80.45 76.98 3.47 4.2% 0.07 0.1% 135% True False 409
20 80.45 73.20 7.25 8.9% 0.12 0.2% 117% True False 503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.30
2.618 80.97
1.618 80.77
1.000 80.65
0.618 80.57
HIGH 80.45
0.618 80.37
0.500 80.35
0.382 80.33
LOW 80.25
0.618 80.13
1.000 80.05
1.618 79.93
2.618 79.73
4.250 79.40
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 81.22 80.98
PP 80.79 80.30
S1 80.35 79.62

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

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