NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 15-Nov-2007

Day Change Summary
	Previous	Current
	14-Nov-2007	15-Nov-2007	Change	Change %	Previous Week
Open	84.53	83.35	-1.18	-1.4%	84.40
High	85.55	85.55	0.00	0.0%	88.40
Low	84.30	83.14	-1.16	-1.4%	84.31
Close	84.97	84.18	-0.79	-0.9%	87.05
Range	1.25	2.41	1.16	92.8%	4.09
ATR	1.42	1.49	0.07	5.0%	0.00
Volume	179	1,039	860	480.4%	3,348

Daily Pivots for day following 15-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	91.52	90.26	85.51
R3	89.11	87.85	84.84
R2	86.70	86.70	84.62
R1	85.44	85.44	84.40	86.07
PP	84.29	84.29	84.29	84.61
S1	83.03	83.03	83.96	83.66
S2	81.88	81.88	83.74
S3	79.47	80.62	83.52
S4	77.06	78.21	82.85

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	98.86	97.04	89.30
R3	94.77	92.95	88.17
R2	90.68	90.68	87.80
R1	88.86	88.86	87.42	89.77
PP	86.59	86.59	86.59	87.04
S1	84.77	84.77	86.68	85.68
S2	82.50	82.50	86.30
S3	78.41	80.68	85.93
S4	74.32	76.59	84.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.10	82.46	4.64	5.5%	1.61	1.9%	37%	False	False	276
10	88.40	82.46	5.94	7.1%	1.62	1.9%	29%	False	False	483
20	88.40	78.79	9.61	11.4%	0.91	1.1%	56%	False	False	600
40	88.40	73.20	15.20	18.1%	0.53	0.6%	72%	False	False	551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.79
2.618	91.86
1.618	89.45
1.000	87.96
0.618	87.04
HIGH	85.55
0.618	84.63
0.500	84.35
0.382	84.06
LOW	83.14
0.618	81.65
1.000	80.73
1.618	79.24
2.618	76.83
4.250	72.90

Fisher Pivots for day following 15-Nov-2007
Pivot	1 day	3 day
R1	84.35	84.12
PP	84.29	84.06
S1	84.24	84.01

Download as Excel Spreadsheet

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

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