NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 83.36 84.50 1.14 1.4% 78.90
High 83.85 84.50 0.65 0.8% 82.62
Low 83.36 84.50 1.14 1.4% 78.79
Close 84.90 82.55 -2.35 -2.8% 82.62
Range 0.49 0.00 -0.49 -100.0% 3.83
ATR 0.75 0.73 -0.03 -3.4% 0.00
Volume 2,252 115 -2,137 -94.9% 3,390
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.85 83.20 82.55
R3 83.85 83.20 82.55
R2 83.85 83.85 82.55
R1 83.20 83.20 82.55 83.53
PP 83.85 83.85 83.85 84.01
S1 83.20 83.20 82.55 83.53
S2 83.85 83.85 82.55
S3 83.85 83.20 82.55
S4 83.85 83.20 82.55
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 84.50 79.93 4.57 5.5% 0.14 0.2% 57% True False 1,036
10 84.50 78.37 6.13 7.4% 0.08 0.1% 68% True False 647
20 84.50 73.60 10.90 13.2% 0.11 0.1% 82% True False 601
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 True
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.50
2.618 84.50
1.618 84.50
1.000 84.50
0.618 84.50
HIGH 84.50
0.618 84.50
0.500 84.50
0.382 84.50
LOW 84.50
0.618 84.50
1.000 84.50
1.618 84.50
2.618 84.50
4.250 84.50
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 84.50 83.56
PP 83.85 83.22
S1 83.20 82.89

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

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