NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 85.84 84.82 -1.02 -1.2% 89.04
High 87.18 85.50 -1.68 -1.9% 89.67
Low 85.18 84.74 -0.44 -0.5% 84.74
Close 85.63 84.67 -0.96 -1.1% 84.67
Range 2.00 0.76 -1.24 -62.0% 4.93
ATR 1.54 1.49 -0.05 -3.0% 0.00
Volume 464 22 -442 -95.3% 4,024
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 87.25 86.72 85.09
R3 86.49 85.96 84.88
R2 85.73 85.73 84.81
R1 85.20 85.20 84.74 85.09
PP 84.97 84.97 84.97 84.91
S1 84.44 84.44 84.60 84.33
S2 84.21 84.21 84.53
S3 83.45 83.68 84.46
S4 82.69 82.92 84.25
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.15 97.84 87.38
R3 96.22 92.91 86.03
R2 91.29 91.29 85.57
R1 87.98 87.98 85.12 87.17
PP 86.36 86.36 86.36 85.96
S1 83.05 83.05 84.22 82.24
S2 81.43 81.43 83.77
S3 76.50 78.12 83.31
S4 71.57 73.19 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 84.74 4.93 5.8% 1.28 1.5% -1% False True 804
10 89.67 84.74 4.93 5.8% 1.07 1.3% -1% False True 906
20 89.67 82.46 7.21 8.5% 1.39 1.6% 31% False False 722
40 89.67 74.49 15.18 17.9% 0.78 0.9% 67% False False 611
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.73
2.618 87.49
1.618 86.73
1.000 86.26
0.618 85.97
HIGH 85.50
0.618 85.21
0.500 85.12
0.382 85.03
LOW 84.74
0.618 84.27
1.000 83.98
1.618 83.51
2.618 82.75
4.250 81.51
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 85.12 85.96
PP 84.97 85.53
S1 84.82 85.10

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

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