NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 89.04 86.81 -2.23 -2.5% 86.48
High 89.67 88.75 -0.92 -1.0% 89.32
Low 88.02 86.76 -1.26 -1.4% 85.12
Close 89.04 86.90 -2.14 -2.4% 89.35
Range 1.65 1.99 0.34 20.6% 4.20
ATR 1.36 1.43 0.07 4.8% 0.00
Volume 24 24 0 0.0% 5,042
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 93.44 92.16 87.99
R3 91.45 90.17 87.45
R2 89.46 89.46 87.26
R1 88.18 88.18 87.08 88.82
PP 87.47 87.47 87.47 87.79
S1 86.19 86.19 86.72 86.83
S2 85.48 85.48 86.54
S3 83.49 84.20 86.35
S4 81.50 82.21 85.81
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 86.76 2.91 3.3% 0.73 0.8% 5% False True 750
10 89.67 83.14 6.53 7.5% 1.26 1.5% 58% False False 701
20 89.67 82.46 7.21 8.3% 1.32 1.5% 62% False False 582
40 89.67 73.60 16.07 18.5% 0.71 0.8% 83% False False 592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.21
2.618 93.96
1.618 91.97
1.000 90.74
0.618 89.98
HIGH 88.75
0.618 87.99
0.500 87.76
0.382 87.52
LOW 86.76
0.618 85.53
1.000 84.77
1.618 83.54
2.618 81.55
4.250 78.30
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 87.76 88.22
PP 87.47 87.78
S1 87.19 87.34

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

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