NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 88.47 89.04 0.57 0.6% 86.48
High 88.47 89.67 1.20 1.4% 89.32
Low 88.47 88.02 -0.45 -0.5% 85.12
Close 89.35 89.04 -0.31 -0.3% 89.35
Range 0.00 1.65 1.65 4.20
ATR 1.34 1.36 0.02 1.7% 0.00
Volume 487 24 -463 -95.1% 5,042
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 93.86 93.10 89.95
R3 92.21 91.45 89.49
R2 90.56 90.56 89.34
R1 89.80 89.80 89.19 89.87
PP 88.91 88.91 88.91 88.94
S1 88.15 88.15 88.89 88.22
S2 87.26 87.26 88.74
S3 85.61 86.50 88.59
S4 83.96 84.85 88.13
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 89.67 87.02 2.65 3.0% 0.79 0.9% 76% True False 789
10 89.67 82.46 7.21 8.1% 1.34 1.5% 91% True False 701
20 89.67 82.46 7.21 8.1% 1.22 1.4% 91% True False 587
40 89.67 73.20 16.47 18.5% 0.68 0.8% 96% True False 592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.68
2.618 93.99
1.618 92.34
1.000 91.32
0.618 90.69
HIGH 89.67
0.618 89.04
0.500 88.85
0.382 88.65
LOW 88.02
0.618 87.00
1.000 86.37
1.618 85.35
2.618 83.70
4.250 81.01
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 88.98 88.98
PP 88.91 88.91
S1 88.85 88.85

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

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