NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 90.47 88.75 -1.72 -1.9% 88.83
High 90.47 89.24 -1.23 -1.4% 91.95
Low 90.47 88.75 -1.72 -1.9% 88.17
Close 90.81 89.10 -1.71 -1.9% 90.81
Range 0.00 0.49 0.49 3.78
ATR 1.12 1.19 0.07 5.9% 0.00
Volume 2,008 1,896 -112 -5.6% 7,938
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.50 90.29 89.37
R3 90.01 89.80 89.23
R2 89.52 89.52 89.19
R1 89.31 89.31 89.14 89.42
PP 89.03 89.03 89.03 89.08
S1 88.82 88.82 89.06 88.93
S2 88.54 88.54 89.01
S3 88.05 88.33 88.97
S4 87.56 87.84 88.83
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.65 100.01 92.89
R3 97.87 96.23 91.85
R2 94.09 94.09 91.50
R1 92.45 92.45 91.16 93.27
PP 90.31 90.31 90.31 90.72
S1 88.67 88.67 90.46 89.49
S2 86.53 86.53 90.12
S3 82.75 84.89 89.77
S4 78.97 81.11 88.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.95 88.75 3.20 3.6% 0.74 0.8% 11% False True 1,404
10 91.95 84.95 7.00 7.9% 0.99 1.1% 59% False False 1,639
20 91.95 80.73 11.22 12.6% 0.77 0.9% 75% False False 1,545
40 91.95 74.80 17.15 19.2% 0.50 0.6% 83% False False 1,241
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.32
2.618 90.52
1.618 90.03
1.000 89.73
0.618 89.54
HIGH 89.24
0.618 89.05
0.500 89.00
0.382 88.94
LOW 88.75
0.618 88.45
1.000 88.26
1.618 87.96
2.618 87.47
4.250 86.67
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 89.07 90.35
PP 89.03 89.93
S1 89.00 89.52

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

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