NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 84.76 85.93 1.17 1.4% 89.04
High 86.80 86.84 0.04 0.0% 89.67
Low 83.94 85.50 1.56 1.9% 84.74
Close 86.09 86.00 -0.09 -0.1% 84.67
Range 2.86 1.34 -1.52 -53.1% 4.93
ATR 1.59 1.57 -0.02 -1.1% 0.00
Volume 150 7 -143 -95.3% 4,024
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.13 89.41 86.74
R3 88.79 88.07 86.37
R2 87.45 87.45 86.25
R1 86.73 86.73 86.12 87.09
PP 86.11 86.11 86.11 86.30
S1 85.39 85.39 85.88 85.75
S2 84.77 84.77 85.75
S3 83.43 84.05 85.63
S4 82.09 82.71 85.26
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 87.18 83.94 3.24 3.8% 1.39 1.6% 64% False False 826
10 89.67 83.94 5.73 6.7% 1.06 1.2% 36% False False 788
20 89.67 82.46 7.21 8.4% 1.42 1.7% 49% False False 670
40 89.67 75.30 14.37 16.7% 0.89 1.0% 74% False False 560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.54
2.618 90.35
1.618 89.01
1.000 88.18
0.618 87.67
HIGH 86.84
0.618 86.33
0.500 86.17
0.382 86.01
LOW 85.50
0.618 84.67
1.000 84.16
1.618 83.33
2.618 81.99
4.250 79.81
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 86.17 85.80
PP 86.11 85.59
S1 86.06 85.39

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

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