NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 90.91 91.10 0.19 0.2% 89.60
High 90.91 91.40 0.49 0.5% 91.40
Low 90.91 91.10 0.19 0.2% 89.60
Close 90.91 90.44 -0.47 -0.5% 90.44
Range 0.00 0.30 0.30 1.80
ATR 1.20 1.15 -0.05 -4.2% 0.00
Volume 150 145 -5 -3.3% 653
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.88 91.46 90.61
R3 91.58 91.16 90.52
R2 91.28 91.28 90.50
R1 90.86 90.86 90.47 90.92
PP 90.98 90.98 90.98 91.01
S1 90.56 90.56 90.41 90.62
S2 90.68 90.68 90.39
S3 90.38 90.26 90.36
S4 90.08 89.96 90.28
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 95.88 94.96 91.43
R3 94.08 93.16 90.94
R2 92.28 92.28 90.77
R1 91.36 91.36 90.61 91.82
PP 90.48 90.48 90.48 90.71
S1 89.56 89.56 90.28 90.02
S2 88.68 88.68 90.11
S3 86.88 87.76 89.95
S4 85.08 85.96 89.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.40 89.40 2.00 2.2% 0.06 0.1% 52% True False 134
10 91.40 87.68 3.72 4.1% 0.16 0.2% 74% True False 333
20 91.40 83.94 7.46 8.2% 0.79 0.9% 87% True False 576
40 91.40 82.46 8.94 9.9% 1.07 1.2% 89% True False 652
60 91.40 74.49 16.91 18.7% 0.77 0.9% 94% True False 630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.68
2.618 92.19
1.618 91.89
1.000 91.70
0.618 91.59
HIGH 91.40
0.618 91.29
0.500 91.25
0.382 91.21
LOW 91.10
0.618 90.91
1.000 90.80
1.618 90.61
2.618 90.31
4.250 89.83
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 91.25 90.79
PP 90.98 90.67
S1 90.71 90.56

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

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