NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 84.82 84.76 -0.06 -0.1% 89.04
High 85.50 86.80 1.30 1.5% 89.67
Low 84.74 83.94 -0.80 -0.9% 84.74
Close 84.67 86.09 1.42 1.7% 84.67
Range 0.76 2.86 2.10 276.3% 4.93
ATR 1.49 1.59 0.10 6.6% 0.00
Volume 22 150 128 581.8% 4,024
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.19 93.00 87.66
R3 91.33 90.14 86.88
R2 88.47 88.47 86.61
R1 87.28 87.28 86.35 87.88
PP 85.61 85.61 85.61 85.91
S1 84.42 84.42 85.83 85.02
S2 82.75 82.75 85.57
S3 79.89 81.56 85.30
S4 77.03 78.70 84.52
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.15 97.84 87.38
R3 96.22 92.91 86.03
R2 91.29 91.29 85.57
R1 87.98 87.98 85.12 87.17
PP 86.36 86.36 86.36 85.96
S1 83.05 83.05 84.22 82.24
S2 81.43 81.43 83.77
S3 76.50 78.12 83.31
S4 71.57 73.19 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.75 83.94 4.81 5.6% 1.52 1.8% 45% False True 830
10 89.67 83.94 5.73 6.7% 1.16 1.3% 38% False True 809
20 89.67 82.46 7.21 8.4% 1.45 1.7% 50% False False 721
40 89.67 75.30 14.37 16.7% 0.85 1.0% 75% False False 588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 98.96
2.618 94.29
1.618 91.43
1.000 89.66
0.618 88.57
HIGH 86.80
0.618 85.71
0.500 85.37
0.382 85.03
LOW 83.94
0.618 82.17
1.000 81.08
1.618 79.31
2.618 76.45
4.250 71.79
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 85.85 85.91
PP 85.61 85.74
S1 85.37 85.56

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

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