NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 83.70 85.45 1.75 2.1% 83.36
High 85.00 85.45 0.45 0.5% 85.45
Low 83.70 85.45 1.75 2.1% 83.36
Close 83.96 85.68 1.72 2.0% 85.68
Range 1.30 0.00 -1.30 -100.0% 2.09
ATR 0.88 0.92 0.04 4.9% 0.00
Volume 811 152 -659 -81.3% 3,536
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 85.53 85.60 85.68
R3 85.53 85.60 85.68
R2 85.53 85.53 85.68
R1 85.60 85.60 85.68 85.57
PP 85.53 85.53 85.53 85.51
S1 85.60 85.60 85.68 85.57
S2 85.53 85.53 85.68
S3 85.53 85.60 85.68
S4 85.53 85.60 85.68
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.10 90.48 86.83
R3 89.01 88.39 86.25
R2 86.92 86.92 86.06
R1 86.30 86.30 85.87 86.61
PP 84.83 84.83 84.83 84.99
S1 84.21 84.21 85.49 84.52
S2 82.74 82.74 85.30
S3 80.65 82.12 85.11
S4 78.56 80.03 84.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.45 83.36 2.09 2.4% 0.36 0.4% 111% True False 707
10 85.45 78.79 6.66 7.8% 0.21 0.2% 103% True False 692
20 85.45 74.49 10.96 12.8% 0.17 0.2% 102% True False 500
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 85.45
2.618 85.45
1.618 85.45
1.000 85.45
0.618 85.45
HIGH 85.45
0.618 85.45
0.500 85.45
0.382 85.45
LOW 85.45
0.618 85.45
1.000 85.45
1.618 85.45
2.618 85.45
4.250 85.45
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 85.60 85.31
PP 85.53 84.94
S1 85.45 84.58

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

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