NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 80.45 82.62 2.17 2.7% 78.90
High 80.45 82.62 2.17 2.7% 82.62
Low 80.25 82.62 2.37 3.0% 78.79
Close 81.66 82.62 0.96 1.2% 82.62
Range 0.20 0.00 -0.20 -100.0% 3.83
ATR 0.70 0.72 0.02 2.7% 0.00
Volume 178 156 -22 -12.4% 3,390
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.62 82.62 82.62
R3 82.62 82.62 82.62
R2 82.62 82.62 82.62
R1 82.62 82.62 82.62 82.62
PP 82.62 82.62 82.62 82.62
S1 82.62 82.62 82.62 82.62
S2 82.62 82.62 82.62
S3 82.62 82.62 82.62
S4 82.62 82.62 82.62
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 92.83 91.56 84.73
R3 89.00 87.73 83.67
R2 85.17 85.17 83.32
R1 83.90 83.90 82.97 84.54
PP 81.34 81.34 81.34 81.66
S1 80.07 80.07 82.27 80.71
S2 77.51 77.51 81.92
S3 73.68 76.24 81.57
S4 69.85 72.41 80.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.62 78.79 3.83 4.6% 0.05 0.1% 100% True False 678
10 82.62 78.37 4.25 5.1% 0.07 0.1% 100% True False 422
20 82.62 73.20 9.42 11.4% 0.12 0.1% 100% True False 510
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.62
2.618 82.62
1.618 82.62
1.000 82.62
0.618 82.62
HIGH 82.62
0.618 82.62
0.500 82.62
0.382 82.62
LOW 82.62
0.618 82.62
1.000 82.62
1.618 82.62
2.618 82.62
4.250 82.62
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 82.62 82.17
PP 82.62 81.72
S1 82.62 81.28

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

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