NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 87.37 87.49 0.12 0.1% 88.83
High 88.15 87.56 -0.59 -0.7% 91.95
Low 87.34 86.33 -1.01 -1.2% 88.17
Close 88.15 87.35 -0.80 -0.9% 90.81
Range 0.81 1.23 0.42 51.9% 3.78
ATR 1.38 1.41 0.03 2.3% 0.00
Volume 1,117 1,173 56 5.0% 7,938
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.77 90.29 88.03
R3 89.54 89.06 87.69
R2 88.31 88.31 87.58
R1 87.83 87.83 87.46 87.46
PP 87.08 87.08 87.08 86.89
S1 86.60 86.60 87.24 86.23
S2 85.85 85.85 87.12
S3 84.62 85.37 87.01
S4 83.39 84.14 86.67
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 90.47 85.75 4.72 5.4% 0.62 0.7% 34% False False 1,415
10 91.95 85.75 6.20 7.1% 0.76 0.9% 26% False False 1,390
20 91.95 81.04 10.91 12.5% 0.83 0.9% 58% False False 1,349
40 91.95 75.05 16.90 19.3% 0.56 0.6% 73% False False 1,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.79
2.618 90.78
1.618 89.55
1.000 88.79
0.618 88.32
HIGH 87.56
0.618 87.09
0.500 86.95
0.382 86.80
LOW 86.33
0.618 85.57
1.000 85.10
1.618 84.34
2.618 83.11
4.250 81.10
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 87.22 87.22
PP 87.08 87.08
S1 86.95 86.95

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

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