NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 12-Dec-2007

Day Change Summary
	Previous	Current
	11-Dec-2007	12-Dec-2007	Change	Change %	Previous Week
Open	87.15	88.55	1.40	1.6%	84.76
High	87.15	89.15	2.00	2.3%	87.83
Low	87.15	87.15	0.00	0.0%	83.94
Close	87.18	90.21	3.03	3.5%	85.84
Range	0.00	2.00	2.00		3.89
ATR	1.59	1.62	0.03	1.8%	0.00
Volume	473	360	-113	-23.9%	5,821

Daily Pivots for day following 12-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	94.84	94.52	91.31
R3	92.84	92.52	90.76
R2	90.84	90.84	90.58
R1	90.52	90.52	90.39	90.68
PP	88.84	88.84	88.84	88.92
S1	88.52	88.52	90.03	88.68
S2	86.84	86.84	89.84
S3	84.84	86.52	89.66
S4	82.84	84.52	89.11

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	89.15	84.59	4.56	5.1%	1.11	1.2%	123%	True	False	1,075
10	89.15	83.94	5.21	5.8%	1.56	1.7%	120%	True	False	840
20	89.67	83.14	6.53	7.2%	1.35	1.5%	108%	False	False	936
40	89.67	78.79	10.88	12.1%	1.07	1.2%	105%	False	False	750

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	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.65
2.618	94.39
1.618	92.39
1.000	91.15
0.618	90.39
HIGH	89.15
0.618	88.39
0.500	88.15
0.382	87.91
LOW	87.15
0.618	85.91
1.000	85.15
1.618	83.91
2.618	81.91
4.250	78.65

Fisher Pivots for day following 12-Dec-2007
Pivot	1 day	3 day
R1	89.52	89.39
PP	88.84	88.57
S1	88.15	87.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols