NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 86.81 84.84 -1.97 -2.3% 86.48
High 88.75 84.84 -3.91 -4.4% 89.32
Low 86.76 84.84 -1.92 -2.2% 85.12
Close 86.90 84.84 -2.06 -2.4% 89.35
Range 1.99 0.00 -1.99 -100.0% 4.20
ATR 1.43 1.47 0.05 3.2% 0.00
Volume 24 3,490 3,466 14,441.7% 5,042
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 84.84 84.84 84.84
R3 84.84 84.84 84.84
R2 84.84 84.84 84.84
R1 84.84 84.84 84.84 84.84
PP 84.84 84.84 84.84 84.84
S1 84.84 84.84 84.84 84.84
S2 84.84 84.84 84.84
S3 84.84 84.84 84.84
S4 84.84 84.84 84.84
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 84.84 4.83 5.7% 0.73 0.9% 0% False True 1,126
10 89.67 83.14 6.53 7.7% 1.14 1.3% 26% False False 1,033
20 89.67 82.46 7.21 8.5% 1.32 1.6% 33% False False 746
40 89.67 74.49 15.18 17.9% 0.71 0.8% 68% False False 671
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.84
2.618 84.84
1.618 84.84
1.000 84.84
0.618 84.84
HIGH 84.84
0.618 84.84
0.500 84.84
0.382 84.84
LOW 84.84
0.618 84.84
1.000 84.84
1.618 84.84
2.618 84.84
4.250 84.84
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 84.84 87.26
PP 84.84 86.45
S1 84.84 85.65

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

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