NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 86.70 87.95 1.25 1.4% 92.43
High 87.14 91.82 4.68 5.4% 92.43
Low 86.25 85.60 -0.65 -0.8% 86.20
Close 86.99 86.18 -0.81 -0.9% 86.39
Range 0.89 6.22 5.33 598.9% 6.23
ATR 1.58 1.91 0.33 21.0% 0.00
Volume 3,294 7,004 3,710 112.6% 8,271
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 106.53 102.57 89.60
R3 100.31 96.35 87.89
R2 94.09 94.09 87.32
R1 90.13 90.13 86.75 89.00
PP 87.87 87.87 87.87 87.30
S1 83.91 83.91 85.61 82.78
S2 81.65 81.65 85.04
S3 75.43 77.69 84.47
S4 69.21 71.47 82.76
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 91.82 85.59 6.23 7.2% 2.28 2.6% 9% True False 3,414
10 92.82 85.59 7.23 8.4% 1.90 2.2% 8% False False 2,430
20 92.82 85.59 7.23 8.4% 1.42 1.6% 8% False False 1,856
40 92.82 76.40 16.42 19.1% 1.03 1.2% 60% False False 1,694
60 92.82 73.20 19.62 22.8% 0.77 0.9% 66% False False 1,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 118.26
2.618 108.10
1.618 101.88
1.000 98.04
0.618 95.66
HIGH 91.82
0.618 89.44
0.500 88.71
0.382 87.98
LOW 85.60
0.618 81.76
1.000 79.38
1.618 75.54
2.618 69.32
4.250 59.17
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 88.71 88.71
PP 87.87 87.86
S1 87.02 87.02

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

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