NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 89.95 88.00 -1.95 -2.2% 88.68
High 89.95 88.50 -1.45 -1.6% 92.82
Low 87.31 87.63 0.32 0.4% 88.68
Close 87.31 87.90 0.59 0.7% 92.82
Range 2.64 0.87 -1.77 -67.0% 4.14
ATR 1.60 1.57 -0.03 -1.8% 0.00
Volume 1,683 2,563 880 52.3% 5,704
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.62 90.13 88.38
R3 89.75 89.26 88.14
R2 88.88 88.88 88.06
R1 88.39 88.39 87.98 88.20
PP 88.01 88.01 88.01 87.92
S1 87.52 87.52 87.82 87.33
S2 87.14 87.14 87.74
S3 86.27 86.65 87.66
S4 85.40 85.78 87.42
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.86 102.48 95.10
R3 99.72 98.34 93.96
R2 95.58 95.58 93.58
R1 94.20 94.20 93.20 94.89
PP 91.44 91.44 91.44 91.79
S1 90.06 90.06 92.44 90.75
S2 87.30 87.30 92.06
S3 83.16 85.92 91.68
S4 79.02 81.78 90.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.82 87.31 5.51 6.3% 1.47 1.7% 11% False False 1,459
10 92.82 86.33 6.49 7.4% 1.33 1.5% 24% False False 1,434
20 92.82 85.75 7.07 8.0% 1.00 1.1% 30% False False 1,418
40 92.82 75.05 17.77 20.2% 0.80 0.9% 72% False False 1,372
60 92.82 71.38 21.44 24.4% 0.60 0.7% 77% False False 1,246
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.20
2.618 90.78
1.618 89.91
1.000 89.37
0.618 89.04
HIGH 88.50
0.618 88.17
0.500 88.07
0.382 87.96
LOW 87.63
0.618 87.09
1.000 86.76
1.618 86.22
2.618 85.35
4.250 83.93
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 88.07 89.55
PP 88.01 89.00
S1 87.96 88.45

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

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