NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 86.28 85.60 -0.68 -0.8% 89.04
High 87.83 85.60 -2.23 -2.5% 89.67
Low 84.73 84.59 -0.14 -0.2% 84.74
Close 85.21 87.13 1.92 2.3% 84.67
Range 3.10 1.01 -2.09 -67.4% 4.93
ATR 1.68 1.63 -0.05 -2.8% 0.00
Volume 2,387 1,918 -469 -19.6% 4,024
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.80 88.98 87.69
R3 87.79 87.97 87.41
R2 86.78 86.78 87.32
R1 86.96 86.96 87.22 86.87
PP 85.77 85.77 85.77 85.73
S1 85.95 85.95 87.04 85.86
S2 84.76 84.76 86.94
S3 83.75 84.94 86.85
S4 82.74 83.93 86.57
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 4.5% 1.81 2.1% 82% False False 896
10 89.67 83.94 5.73 6.6% 1.47 1.7% 56% False False 897
20 89.67 82.46 7.21 8.3% 1.40 1.6% 65% False False 781
40 89.67 76.98 12.69 14.6% 0.97 1.1% 80% False False 667
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.89
2.618 88.24
1.618 87.23
1.000 86.61
0.618 86.22
HIGH 85.60
0.618 85.21
0.500 85.10
0.382 84.98
LOW 84.59
0.618 83.97
1.000 83.58
1.618 82.96
2.618 81.95
4.250 80.30
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 86.45 86.82
PP 85.77 86.52
S1 85.10 86.21

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

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