NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 88.55 89.15 0.60 0.7% 84.76
High 89.15 89.15 0.00 0.0% 87.83
Low 87.15 88.55 1.40 1.6% 83.94
Close 90.21 88.79 -1.42 -1.6% 85.84
Range 2.00 0.60 -1.40 -70.0% 3.89
ATR 1.62 1.62 0.00 0.2% 0.00
Volume 360 251 -109 -30.3% 5,821
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.63 90.31 89.12
R3 90.03 89.71 88.96
R2 89.43 89.43 88.90
R1 89.11 89.11 88.85 88.97
PP 88.83 88.83 88.83 88.76
S1 88.51 88.51 88.74 88.37
S2 88.23 88.23 88.68
S3 87.63 87.91 88.63
S4 87.03 87.31 88.46
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 89.15 84.59 4.56 5.1% 1.03 1.2% 92% True False 742
10 89.15 83.94 5.21 5.9% 1.42 1.6% 93% True False 819
20 89.67 83.94 5.73 6.5% 1.26 1.4% 85% False False 897
40 89.67 78.79 10.88 12.3% 1.08 1.2% 92% False False 749
60 89.67 73.20 16.47 18.5% 0.77 0.9% 95% False False 666
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.70
2.618 90.72
1.618 90.12
1.000 89.75
0.618 89.52
HIGH 89.15
0.618 88.92
0.500 88.85
0.382 88.78
LOW 88.55
0.618 88.18
1.000 87.95
1.618 87.58
2.618 86.98
4.250 86.00
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 88.85 88.58
PP 88.83 88.36
S1 88.81 88.15

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

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