NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	87.39	87.81	0.42	0.5%	94.27
High	88.16	88.56	0.40	0.5%	94.27
Low	87.23	86.75	-0.48	-0.6%	89.30
Close	87.98	87.19	-0.79	-0.9%	89.21
Range	0.93	1.81	0.88	94.6%	4.97
ATR
Volume	237	358	121	51.1%	3,665

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	92.93	91.87	88.19
R3	91.12	90.06	87.69
R2	89.31	89.31	87.52
R1	88.25	88.25	87.36	87.88
PP	87.50	87.50	87.50	87.31
S1	86.44	86.44	87.02	86.07
S2	85.69	85.69	86.86
S3	83.88	84.63	86.69
S4	82.07	82.82	86.19

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	86.75	3.83	4.4%	0.87	1.0%	11%	False	True	694
10	95.00	86.75	8.25	9.5%	0.84	1.0%	5%	False	True	518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	96.25
2.618	93.30
1.618	91.49
1.000	90.37
0.618	89.68
HIGH	88.56
0.618	87.87
0.500	87.66
0.382	87.44
LOW	86.75
0.618	85.63
1.000	84.94
1.618	83.82
2.618	82.01
4.250	79.06

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	87.66	87.94
PP	87.50	87.69
S1	87.35	87.44

Download as Excel Spreadsheet

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

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