NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 88.00 86.64 -1.36 -1.5% 92.43
High 88.50 87.72 -0.78 -0.9% 92.43
Low 87.63 86.20 -1.43 -1.6% 86.20
Close 87.90 86.39 -1.51 -1.7% 86.39
Range 0.87 1.52 0.65 74.7% 6.23
ATR 1.57 1.58 0.01 0.6% 0.00
Volume 2,563 1,980 -583 -22.7% 8,271
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.33 90.38 87.23
R3 89.81 88.86 86.81
R2 88.29 88.29 86.67
R1 87.34 87.34 86.53 87.06
PP 86.77 86.77 86.77 86.63
S1 85.82 85.82 86.25 85.54
S2 85.25 85.25 86.11
S3 83.73 84.30 85.97
S4 82.21 82.78 85.55
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 107.03 102.94 89.82
R3 100.80 96.71 88.10
R2 94.57 94.57 87.53
R1 90.48 90.48 86.96 89.41
PP 88.34 88.34 88.34 87.81
S1 84.25 84.25 85.82 83.18
S2 82.11 82.11 85.25
S3 75.88 78.02 84.68
S4 69.65 71.79 82.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.43 86.20 6.23 7.2% 1.57 1.8% 3% False True 1,654
10 92.82 86.20 6.62 7.7% 1.36 1.6% 3% False True 1,515
20 92.82 85.75 7.07 8.2% 1.06 1.2% 9% False False 1,452
40 92.82 75.69 17.13 19.8% 0.84 1.0% 62% False False 1,418
60 92.82 71.75 21.07 24.4% 0.62 0.7% 69% False False 1,239
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.18
2.618 91.70
1.618 90.18
1.000 89.24
0.618 88.66
HIGH 87.72
0.618 87.14
0.500 86.96
0.382 86.78
LOW 86.20
0.618 85.26
1.000 84.68
1.618 83.74
2.618 82.22
4.250 79.74
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 86.96 88.08
PP 86.77 87.51
S1 86.58 86.95

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

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