NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 01-Nov-2007

Day Change Summary
	Previous	Current
	31-Oct-2007	01-Nov-2007	Change	Change %	Previous Week
Open	84.96	83.70	-1.26	-1.5%	78.90
High	84.96	85.00	0.04	0.0%	82.62
Low	84.96	83.70	-1.26	-1.5%	78.79
Close	84.96	83.96	-1.00	-1.2%	82.62
Range	0.00	1.30	1.30		3.83
ATR	0.85	0.88	0.03	3.8%	0.00
Volume	206	811	605	293.7%	3,390

Daily Pivots for day following 01-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	88.12	87.34	84.68
R3	86.82	86.04	84.32
R2	85.52	85.52	84.20
R1	84.74	84.74	84.08	85.13
PP	84.22	84.22	84.22	84.42
S1	83.44	83.44	83.84	83.83
S2	82.92	82.92	83.72
S3	81.62	82.14	83.60
S4	80.32	80.84	83.25

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	85.00	82.62	2.38	2.8%	0.36	0.4%	56%	True	False	708
10	85.00	78.79	6.21	7.4%	0.21	0.2%	83%	True	False	717
20	85.00	74.49	10.51	12.5%	0.17	0.2%	90%	True	False	585

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	0.00
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	90.53
2.618	88.40
1.618	87.10
1.000	86.30
0.618	85.80
HIGH	85.00
0.618	84.50
0.500	84.35
0.382	84.20
LOW	83.70
0.618	82.90
1.000	82.40
1.618	81.60
2.618	80.30
4.250	78.18

Fisher Pivots for day following 01-Nov-2007
Pivot	1 day	3 day
R1	84.35	84.35
PP	84.22	84.22
S1	84.09	84.09

Download as Excel Spreadsheet

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

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