NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 24-Dec-2007

Day Change Summary
	Previous	Current
	21-Dec-2007	24-Dec-2007	Change	Change %	Previous Week
Open	90.43	89.98	-0.45	-0.5%	89.30
High	90.43	90.60	0.17	0.2%	90.90
Low	90.42	89.98	-0.44	-0.5%	88.19
Close	90.42	90.83	0.41	0.5%	90.42
Range	0.01	0.62	0.61	6,100.0%	2.71
ATR	1.54	1.48	-0.07	-4.3%	0.00
Volume	8,534	1,498	-7,036	-82.4%	11,731

Daily Pivots for day following 24-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	92.33	92.20	91.17
R3	91.71	91.58	91.00
R2	91.09	91.09	90.94
R1	90.96	90.96	90.89	91.03
PP	90.47	90.47	90.47	90.50
S1	90.34	90.34	90.77	90.41
S2	89.85	89.85	90.72
S3	89.23	89.72	90.66
S4	88.61	89.10	90.49

Weekly Pivots for week ending 21-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	97.97	96.90	91.91
R3	95.26	94.19	91.17
R2	92.55	92.55	90.92
R1	91.48	91.48	90.67	92.02
PP	89.84	89.84	89.84	90.10
S1	88.77	88.77	90.17	89.31
S2	87.13	87.13	89.92
S3	84.42	86.06	89.67
S4	81.71	83.35	88.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.90	88.19	2.71	3.0%	0.87	1.0%	97%	False	False	2,502
10	91.15	86.64	4.51	5.0%	1.10	1.2%	93%	False	False	2,377
20	91.15	84.34	6.81	7.5%	1.24	1.4%	95%	False	False	2,059
40	91.85	84.34	7.51	8.3%	0.92	1.0%	86%	False	False	1,765
60	91.85	74.47	17.38	19.1%	0.67	0.7%	94%	False	False	1,523
80	91.85	69.60	22.25	24.5%	0.53	0.6%	95%	False	False	1,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.24
2.618	92.22
1.618	91.60
1.000	91.22
0.618	90.98
HIGH	90.60
0.618	90.36
0.500	90.29
0.382	90.22
LOW	89.98
0.618	89.60
1.000	89.36
1.618	88.98
2.618	88.36
4.250	87.35

Fisher Pivots for day following 24-Dec-2007
Pivot	1 day	3 day
R1	90.65	90.53
PP	90.47	90.23
S1	90.29	89.93

Download as Excel Spreadsheet

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

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