NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 88.68 90.69 2.01 2.3% 88.75
High 89.68 92.58 2.90 3.2% 89.24
Low 88.68 90.69 2.01 2.3% 85.75
Close 89.68 92.58 2.90 3.2% 88.79
Range 1.00 1.89 0.89 89.0% 3.49
ATR 1.40 1.51 0.11 7.6% 0.00
Volume 1,532 668 -864 -56.4% 6,247
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 97.62 96.99 93.62
R3 95.73 95.10 93.10
R2 93.84 93.84 92.93
R1 93.21 93.21 92.75 93.53
PP 91.95 91.95 91.95 92.11
S1 91.32 91.32 92.41 91.64
S2 90.06 90.06 92.23
S3 88.17 89.43 92.06
S4 86.28 87.54 91.54
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.40 97.08 90.71
R3 94.91 93.59 89.75
R2 91.42 91.42 89.43
R1 90.10 90.10 89.11 90.76
PP 87.93 87.93 87.93 88.26
S1 86.61 86.61 88.47 87.27
S2 84.44 84.44 88.15
S3 80.95 83.12 87.83
S4 77.46 79.63 86.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.58 86.33 6.25 6.8% 1.13 1.2% 100% True False 1,133
10 92.58 85.75 6.83 7.4% 0.94 1.0% 100% True False 1,281
20 92.58 81.15 11.43 12.3% 0.98 1.1% 100% True False 1,415
40 92.58 75.05 17.53 18.9% 0.65 0.7% 100% True False 1,282
60 92.58 69.23 23.35 25.2% 0.46 0.5% 100% True False 1,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 100.61
2.618 97.53
1.618 95.64
1.000 94.47
0.618 93.75
HIGH 92.58
0.618 91.86
0.500 91.64
0.382 91.41
LOW 90.69
0.618 89.52
1.000 88.80
1.618 87.63
2.618 85.74
4.250 82.66
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 92.27 91.88
PP 91.95 91.19
S1 91.64 90.49

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

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