NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 86.48 88.42 1.94 2.2% 85.49
High 87.15 89.32 2.17 2.5% 87.00
Low 85.12 87.02 1.90 2.2% 82.46
Close 86.48 89.05 2.57 3.0% 85.59
Range 2.03 2.30 0.27 13.3% 4.54
ATR 1.53 1.62 0.09 6.1% 0.00
Volume 1,118 221 -897 -80.2% 2,045
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 95.36 94.51 90.32
R3 93.06 92.21 89.68
R2 90.76 90.76 89.47
R1 89.91 89.91 89.26 90.34
PP 88.46 88.46 88.46 88.68
S1 87.61 87.61 88.84 88.04
S2 86.16 86.16 88.63
S3 83.86 85.31 88.42
S4 81.56 83.01 87.79
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.64 96.65 88.09
R3 94.10 92.11 86.84
R2 89.56 89.56 86.42
R1 87.57 87.57 86.01 88.57
PP 85.02 85.02 85.02 85.51
S1 83.03 83.03 85.17 84.03
S2 80.48 80.48 84.76
S3 75.94 78.49 84.34
S4 71.40 73.95 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.32 83.14 6.18 6.9% 1.79 2.0% 96% True False 653
10 89.32 82.46 6.86 7.7% 1.79 2.0% 96% True False 552
20 89.32 79.93 9.39 10.5% 1.17 1.3% 97% True False 654
40 89.32 73.20 16.12 18.1% 0.66 0.7% 98% True False 522
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 95.34
1.618 93.04
1.000 91.62
0.618 90.74
HIGH 89.32
0.618 88.44
0.500 88.17
0.382 87.90
LOW 87.02
0.618 85.60
1.000 84.72
1.618 83.30
2.618 81.00
4.250 77.25
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 88.76 88.37
PP 88.46 87.69
S1 88.17 87.01

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

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