NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 88.43 88.47 0.04 0.0% 86.48
High 88.43 88.47 0.04 0.0% 89.32
Low 88.43 88.47 0.04 0.0% 85.12
Close 88.43 89.35 0.92 1.0% 89.35
Range
ATR 1.44 1.34 -0.10 -6.9% 0.00
Volume 1,608 487 -1,121 -69.7% 5,042
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 88.76 89.06 89.35
R3 88.76 89.06 89.35
R2 88.76 88.76 89.35
R1 89.06 89.06 89.35 88.91
PP 88.76 88.76 88.76 88.69
S1 89.06 89.06 89.35 88.91
S2 88.76 88.76 89.35
S3 88.76 89.06 89.35
S4 88.76 89.06 89.35
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 100.53 99.14 91.66
R3 96.33 94.94 90.51
R2 92.13 92.13 90.12
R1 90.74 90.74 89.74 91.44
PP 87.93 87.93 87.93 88.28
S1 86.54 86.54 88.97 87.24
S2 83.73 83.73 88.58
S3 79.53 82.34 88.20
S4 75.33 78.14 87.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.32 85.12 4.20 4.7% 0.87 1.0% 101% False False 1,008
10 89.32 82.46 6.86 7.7% 1.33 1.5% 100% False False 708
20 89.32 82.46 6.86 7.7% 1.16 1.3% 100% False False 698
40 89.32 73.20 16.12 18.0% 0.64 0.7% 100% False False 604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Fibonacci Retracements and Extensions
4.250 88.47
2.618 88.47
1.618 88.47
1.000 88.47
0.618 88.47
HIGH 88.47
0.618 88.47
0.500 88.47
0.382 88.47
LOW 88.47
0.618 88.47
1.000 88.47
1.618 88.47
2.618 88.47
4.250 88.47
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 89.06 89.05
PP 88.76 88.75
S1 88.47 88.45

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

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