NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 86.35 87.15 0.80 0.9% 84.76
High 86.35 87.15 0.80 0.9% 87.83
Low 86.35 87.15 0.80 0.9% 83.94
Close 85.81 87.18 1.37 1.6% 85.84
Range
ATR 1.61 1.59 -0.02 -1.2% 0.00
Volume 1,267 473 -794 -62.7% 5,821
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 87.16 87.17 87.18
R3 87.16 87.17 87.18
R2 87.16 87.16 87.18
R1 87.17 87.17 87.18 87.17
PP 87.16 87.16 87.16 87.16
S1 87.17 87.17 87.18 87.17
S2 87.16 87.16 87.18
S3 87.16 87.17 87.18
S4 87.16 87.17 87.18
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.54 95.58 87.98
R3 93.65 91.69 86.91
R2 89.76 89.76 86.55
R1 87.80 87.80 86.20 88.78
PP 85.87 85.87 85.87 86.36
S1 83.91 83.91 85.48 84.89
S2 81.98 81.98 85.13
S3 78.09 80.02 84.77
S4 74.20 76.13 83.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.83 84.59 3.24 3.7% 1.33 1.5% 80% False False 1,480
10 87.83 83.94 3.89 4.5% 1.36 1.6% 83% False False 1,153
20 89.67 83.14 6.53 7.5% 1.31 1.5% 62% False False 927
40 89.67 78.37 11.30 13.0% 1.02 1.2% 78% False False 741
Crabel Price Patterns
NR False
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 0.48
Fibonacci Retracements and Extensions
4.250 87.15
2.618 87.15
1.618 87.15
1.000 87.15
0.618 87.15
HIGH 87.15
0.618 87.15
0.500 87.15
0.382 87.15
LOW 87.15
0.618 87.15
1.000 87.15
1.618 87.15
2.618 87.15
4.250 87.15
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 87.17 86.74
PP 87.16 86.31
S1 87.15 85.87

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

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