NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 19-Nov-2007

Day Change Summary
	Previous	Current
	16-Nov-2007	19-Nov-2007	Change	Change %	Previous Week
Open	85.34	86.48	1.14	1.3%	85.49
High	85.68	87.15	1.47	1.7%	87.00
Low	84.70	85.12	0.42	0.5%	82.46
Close	85.59	86.48	0.89	1.0%	85.59
Range	0.98	2.03	1.05	107.1%	4.54
ATR	1.49	1.53	0.04	2.6%	0.00
Volume	711	1,118	407	57.2%	2,045

Daily Pivots for day following 19-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	92.34	91.44	87.60
R3	90.31	89.41	87.04
R2	88.28	88.28	86.85
R1	87.38	87.38	86.67	87.50
PP	86.25	86.25	86.25	86.31
S1	85.35	85.35	86.29	85.47
S2	84.22	84.22	86.11
S3	82.19	83.32	85.92
S4	80.16	81.29	85.36

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	98.64	96.65	88.09
R3	94.10	92.11	86.84
R2	89.56	89.56	86.42
R1	87.57	87.57	86.01	88.57
PP	85.02	85.02	85.02	85.51
S1	83.03	83.03	85.17	84.03
S2	80.48	80.48	84.76
S3	75.94	78.49	84.34
S4	71.40	73.95	83.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.15	82.46	4.69	5.4%	1.88	2.2%	86%	True	False	612
10	88.40	82.46	5.94	6.9%	1.75	2.0%	68%	False	False	634
20	88.40	78.79	9.61	11.1%	1.06	1.2%	80%	False	False	669
40	88.40	73.20	15.20	17.6%	0.60	0.7%	87%	False	False	533

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.78
2.618	92.46
1.618	90.43
1.000	89.18
0.618	88.40
HIGH	87.15
0.618	86.37
0.500	86.14
0.382	85.90
LOW	85.12
0.618	83.87
1.000	83.09
1.618	81.84
2.618	79.81
4.250	76.49

Fisher Pivots for day following 19-Nov-2007
Pivot	1 day	3 day
R1	86.37	86.04
PP	86.25	85.59
S1	86.14	85.15

Download as Excel Spreadsheet

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

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