NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 87.95 86.93 -1.02 -1.2% 92.43
High 91.82 94.71 2.89 3.1% 92.43
Low 85.60 85.12 -0.48 -0.6% 86.20
Close 86.18 88.34 2.16 2.5% 86.39
Range 6.22 9.59 3.37 54.2% 6.23
ATR 1.91 2.46 0.55 28.8% 0.00
Volume 7,004 1,735 -5,269 -75.2% 8,271
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 118.16 112.84 93.61
R3 108.57 103.25 90.98
R2 98.98 98.98 90.10
R1 93.66 93.66 89.22 96.32
PP 89.39 89.39 89.39 90.72
S1 84.07 84.07 87.46 86.73
S2 79.80 79.80 86.58
S3 70.21 74.48 85.70
S4 60.62 64.89 83.07
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 94.71 85.12 9.59 10.9% 4.02 4.6% 34% True True 3,248
10 94.71 85.12 9.59 10.9% 2.75 3.1% 34% True True 2,353
20 94.71 85.12 9.59 10.9% 1.84 2.1% 34% True True 1,889
40 94.71 78.25 16.46 18.6% 1.27 1.4% 61% True False 1,621
60 94.71 73.75 20.96 23.7% 0.93 1.1% 70% True False 1,424
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 0.61
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 135.47
2.618 119.82
1.618 110.23
1.000 104.30
0.618 100.64
HIGH 94.71
0.618 91.05
0.500 89.92
0.382 88.78
LOW 85.12
0.618 79.19
1.000 75.53
1.618 69.60
2.618 60.01
4.250 44.36
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 89.92 89.92
PP 89.39 89.39
S1 88.87 88.87

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

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