NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 88.34 88.05 -0.29 -0.3% 86.30
High 88.34 88.20 -0.14 -0.2% 94.71
Low 85.67 86.09 0.42 0.5% 85.12
Close 86.92 86.75 -0.17 -0.2% 86.92
Range 2.67 2.11 -0.56 -21.0% 9.59
ATR 2.47 2.45 -0.03 -1.0% 0.00
Volume 2,795 1,954 -841 -30.1% 17,058
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.34 92.16 87.91
R3 91.23 90.05 87.33
R2 89.12 89.12 87.14
R1 87.94 87.94 86.94 87.48
PP 87.01 87.01 87.01 86.78
S1 85.83 85.83 86.56 85.37
S2 84.90 84.90 86.36
S3 82.79 83.72 86.17
S4 80.68 81.61 85.59
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.69 111.89 92.19
R3 108.10 102.30 89.56
R2 98.51 98.51 88.68
R1 92.71 92.71 87.80 95.61
PP 88.92 88.92 88.92 90.37
S1 83.12 83.12 86.04 86.02
S2 79.33 79.33 85.16
S3 69.74 73.53 84.28
S4 60.15 63.94 81.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.71 85.12 9.59 11.1% 4.30 5.0% 17% False False 3,356
10 94.71 85.12 9.59 11.1% 3.04 3.5% 17% False False 2,701
20 94.71 85.12 9.59 11.1% 2.00 2.3% 17% False False 1,961
40 94.71 80.55 14.16 16.3% 1.37 1.6% 44% False False 1,717
60 94.71 74.70 20.01 23.1% 0.99 1.1% 60% False False 1,461
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.17
2.618 93.72
1.618 91.61
1.000 90.31
0.618 89.50
HIGH 88.20
0.618 87.39
0.500 87.15
0.382 86.90
LOW 86.09
0.618 84.79
1.000 83.98
1.618 82.68
2.618 80.57
4.250 77.12
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 87.15 89.92
PP 87.01 88.86
S1 86.88 87.81

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

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