NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 91.10 90.54 -0.56 -0.6% 89.60
High 91.40 90.54 -0.86 -0.9% 91.40
Low 91.10 90.54 -0.56 -0.6% 89.60
Close 90.44 90.54 0.10 0.1% 90.44
Range 0.30 0.00 -0.30 -100.0% 1.80
ATR 1.15 1.08 -0.08 -6.5% 0.00
Volume 145 423 278 191.7% 653
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.54 90.54 90.54
R3 90.54 90.54 90.54
R2 90.54 90.54 90.54
R1 90.54 90.54 90.54 90.54
PP 90.54 90.54 90.54 90.54
S1 90.54 90.54 90.54 90.54
S2 90.54 90.54 90.54
S3 90.54 90.54 90.54
S4 90.54 90.54 90.54
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 89.60 1.80 2.0% 0.06 0.1% 52% False False 215
10 91.40 87.68 3.72 4.1% 0.16 0.2% 77% False False 359
20 91.40 83.94 7.46 8.2% 0.75 0.8% 88% False False 596
40 91.40 82.46 8.94 9.9% 1.07 1.2% 90% False False 659
60 91.40 74.49 16.91 18.7% 0.77 0.9% 95% False False 606
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 True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.54
2.618 90.54
1.618 90.54
1.000 90.54
0.618 90.54
HIGH 90.54
0.618 90.54
0.500 90.54
0.382 90.54
LOW 90.54
0.618 90.54
1.000 90.54
1.618 90.54
2.618 90.54
4.250 90.54
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 90.54 90.97
PP 90.54 90.83
S1 90.54 90.68

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

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