NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 89.20 88.30 -0.90 -1.0% 86.35
High 89.20 88.30 -0.90 -1.0% 89.15
Low 89.15 88.30 -0.85 -1.0% 86.35
Close 88.58 88.30 -0.28 -0.3% 88.71
Range 0.05 0.00 -0.05 -100.0% 2.80
ATR 1.46 1.38 -0.08 -5.8% 0.00
Volume 327 1,211 884 270.3% 2,516
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.30 88.30 88.30
R3 88.30 88.30 88.30
R2 88.30 88.30 88.30
R1 88.30 88.30 88.30 88.30
PP 88.30 88.30 88.30 88.30
S1 88.30 88.30 88.30 88.30
S2 88.30 88.30 88.30
S3 88.30 88.30 88.30
S4 88.30 88.30 88.30
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 96.47 95.39 90.25
R3 93.67 92.59 89.48
R2 90.87 90.87 89.22
R1 89.79 89.79 88.97 90.33
PP 88.07 88.07 88.07 88.34
S1 86.99 86.99 88.45 87.53
S2 85.27 85.27 88.20
S3 82.47 84.19 87.94
S4 79.67 81.39 87.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.20 87.68 1.52 1.7% 0.25 0.3% 41% False False 532
10 89.20 84.59 4.61 5.2% 0.64 0.7% 80% False False 637
20 89.67 83.94 5.73 6.5% 1.06 1.2% 76% False False 767
40 89.67 82.46 7.21 8.2% 1.11 1.3% 81% False False 724
60 89.67 73.20 16.47 18.7% 0.78 0.9% 92% False False 650
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 True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.30
2.618 88.30
1.618 88.30
1.000 88.30
0.618 88.30
HIGH 88.30
0.618 88.30
0.500 88.30
0.382 88.30
LOW 88.30
0.618 88.30
1.000 88.30
1.618 88.30
2.618 88.30
4.250 88.30
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 88.30 88.52
PP 88.30 88.45
S1 88.30 88.37

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

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