NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 85.93 86.28 0.35 0.4% 89.04
High 86.84 87.83 0.99 1.1% 89.67
Low 85.50 84.73 -0.77 -0.9% 84.74
Close 86.00 85.21 -0.79 -0.9% 84.67
Range 1.34 3.10 1.76 131.3% 4.93
ATR 1.57 1.68 0.11 7.0% 0.00
Volume 7 2,387 2,380 34,000.0% 4,024
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 95.22 93.32 86.92
R3 92.12 90.22 86.06
R2 89.02 89.02 85.78
R1 87.12 87.12 85.49 86.52
PP 85.92 85.92 85.92 85.63
S1 84.02 84.02 84.93 83.42
S2 82.82 82.82 84.64
S3 79.72 80.92 84.36
S4 76.62 77.82 83.51
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 87.83 83.94 3.89 4.6% 2.01 2.4% 33% True False 606
10 89.67 83.94 5.73 6.7% 1.37 1.6% 22% False False 866
20 89.67 82.46 7.21 8.5% 1.46 1.7% 38% False False 768
40 89.67 76.78 12.89 15.1% 0.94 1.1% 65% False False 620
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 0.42
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 101.01
2.618 95.95
1.618 92.85
1.000 90.93
0.618 89.75
HIGH 87.83
0.618 86.65
0.500 86.28
0.382 85.91
LOW 84.73
0.618 82.81
1.000 81.63
1.618 79.71
2.618 76.61
4.250 71.56
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 86.28 85.89
PP 85.92 85.66
S1 85.57 85.44

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

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