NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	86.35	87.15	0.80	0.9%	84.76
High	86.35	87.15	0.80	0.9%	87.83
Low	86.35	87.15	0.80	0.9%	83.94
Close	85.81	87.18	1.37	1.6%	85.84
Range
ATR	1.61	1.59	-0.02	-1.2%	0.00
Volume	1,267	473	-794	-62.7%	5,821

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	87.16	87.17	87.18
R3	87.16	87.17	87.18
R2	87.16	87.16	87.18
R1	87.17	87.17	87.18	87.17
PP	87.16	87.16	87.16	87.16
S1	87.17	87.17	87.18	87.17
S2	87.16	87.16	87.18
S3	87.16	87.17	87.18
S4	87.16	87.17	87.18

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	97.54	95.58	87.98
R3	93.65	91.69	86.91
R2	89.76	89.76	86.55
R1	87.80	87.80	86.20	88.78
PP	85.87	85.87	85.87	86.36
S1	83.91	83.91	85.48	84.89
S2	81.98	81.98	85.13
S3	78.09	80.02	84.77
S4	74.20	76.13	83.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.83	84.59	3.24	3.7%	1.33	1.5%	80%	False	False	1,480
10	87.83	83.94	3.89	4.5%	1.36	1.6%	83%	False	False	1,153
20	89.67	83.14	6.53	7.5%	1.31	1.5%	62%	False	False	927
40	89.67	78.37	11.30	13.0%	1.02	1.2%	78%	False	False	741

Crabel Price Patterns
NR	False
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	0.48

Fibonacci Retracements and Extensions
4.250	87.15
2.618	87.15
1.618	87.15
1.000	87.15
0.618	87.15
HIGH	87.15
0.618	87.15
0.500	87.15
0.382	87.15
LOW	87.15
0.618	87.15
1.000	87.15
1.618	87.15
2.618	87.15
4.250	87.15

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	87.17	86.74
PP	87.16	86.31
S1	87.15	85.87

Download as Excel Spreadsheet

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

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