NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 16-Jan-2008

Day Change Summary
	Previous	Current
	15-Jan-2008	16-Jan-2008	Change	Change %	Previous Week
Open	89.13	87.39	-1.74	-2.0%	94.27
High	89.13	88.16	-0.97	-1.1%	94.27
Low	88.68	87.23	-1.45	-1.6%	89.30
Close	89.11	87.98	-1.13	-1.3%	89.21
Range	0.45	0.93	0.48	106.7%	4.97
ATR
Volume	496	237	-259	-52.2%	3,665

Daily Pivots for day following 16-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	90.58	90.21	88.49
R3	89.65	89.28	88.24
R2	88.72	88.72	88.15
R1	88.35	88.35	88.07	88.54
PP	87.79	87.79	87.79	87.88
S1	87.42	87.42	87.89	87.61
S2	86.86	86.86	87.81
S3	85.93	86.49	87.72
S4	85.00	85.56	87.47

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.84	102.49	91.94
R3	100.87	97.52	90.58
R2	95.90	95.90	90.12
R1	92.55	92.55	89.67	91.74
PP	90.93	90.93	90.93	90.52
S1	87.58	87.58	88.75	86.77
S2	85.96	85.96	88.30
S3	80.99	82.61	87.84
S4	76.02	77.64	86.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.58	87.23	3.35	3.8%	0.51	0.6%	22%	False	True	680
10	95.00	87.23	7.77	8.8%	0.72	0.8%	10%	False	True	500

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	0.07
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	92.11
2.618	90.59
1.618	89.66
1.000	89.09
0.618	88.73
HIGH	88.16
0.618	87.80
0.500	87.70
0.382	87.59
LOW	87.23
0.618	86.66
1.000	86.30
1.618	85.73
2.618	84.80
4.250	83.28

Fisher Pivots for day following 16-Jan-2008
Pivot	1 day	3 day
R1	87.89	88.91
PP	87.79	88.60
S1	87.70	88.29

Download as Excel Spreadsheet

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

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