NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 27-Nov-2007

Day Change Summary
	Previous	Current
	26-Nov-2007	27-Nov-2007	Change	Change %	Previous Week
Open	89.04	86.81	-2.23	-2.5%	86.48
High	89.67	88.75	-0.92	-1.0%	89.32
Low	88.02	86.76	-1.26	-1.4%	85.12
Close	89.04	86.90	-2.14	-2.4%	89.35
Range	1.65	1.99	0.34	20.6%	4.20
ATR	1.36	1.43	0.07	4.8%	0.00
Volume	24	24	0	0.0%	5,042

Daily Pivots for day following 27-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	93.44	92.16	87.99
R3	91.45	90.17	87.45
R2	89.46	89.46	87.26
R1	88.18	88.18	87.08	88.82
PP	87.47	87.47	87.47	87.79
S1	86.19	86.19	86.72	86.83
S2	85.48	85.48	86.54
S3	83.49	84.20	86.35
S4	81.50	82.21	85.81

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	100.53	99.14	91.66
R3	96.33	94.94	90.51
R2	92.13	92.13	90.12
R1	90.74	90.74	89.74	91.44
PP	87.93	87.93	87.93	88.28
S1	86.54	86.54	88.97	87.24
S2	83.73	83.73	88.58
S3	79.53	82.34	88.20
S4	75.33	78.14	87.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.67	86.76	2.91	3.3%	0.73	0.8%	5%	False	True	750
10	89.67	83.14	6.53	7.5%	1.26	1.5%	58%	False	False	701
20	89.67	82.46	7.21	8.3%	1.32	1.5%	62%	False	False	582
40	89.67	73.60	16.07	18.5%	0.71	0.8%	83%	False	False	592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.21
2.618	93.96
1.618	91.97
1.000	90.74
0.618	89.98
HIGH	88.75
0.618	87.99
0.500	87.76
0.382	87.52
LOW	86.76
0.618	85.53
1.000	84.77
1.618	83.54
2.618	81.55
4.250	78.30

Fisher Pivots for day following 27-Nov-2007
Pivot	1 day	3 day
R1	87.76	88.22
PP	87.47	87.78
S1	87.19	87.34

Download as Excel Spreadsheet

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

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