NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 87.62 89.13 1.51 1.7% 86.30
High 88.67 92.24 3.57 4.0% 94.71
Low 87.62 89.13 1.51 1.7% 85.12
Close 88.54 92.24 3.70 4.2% 86.92
Range 1.05 3.11 2.06 196.2% 9.59
ATR 2.41 2.50 0.09 3.8% 0.00
Volume 1,902 2,020 118 6.2% 17,058
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 100.53 99.50 93.95
R3 97.42 96.39 93.10
R2 94.31 94.31 92.81
R1 93.28 93.28 92.53 93.80
PP 91.20 91.20 91.20 91.46
S1 90.17 90.17 91.95 90.69
S2 88.09 88.09 91.67
S3 84.98 87.06 91.38
S4 81.87 83.95 90.53
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.69 111.89 92.19
R3 108.10 102.30 89.56
R2 98.51 98.51 88.68
R1 92.71 92.71 87.80 95.61
PP 88.92 88.92 88.92 90.37
S1 83.12 83.12 86.04 86.02
S2 79.33 79.33 85.16
S3 69.74 73.53 84.28
S4 60.15 63.94 81.65
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 10.4% 3.71 4.0% 74% False False 2,081
10 94.71 85.12 9.59 10.4% 2.99 3.2% 74% False False 2,747
20 94.71 85.12 9.59 10.4% 2.16 2.3% 74% False False 2,018
40 94.71 81.00 13.71 14.9% 1.46 1.6% 82% False False 1,791
60 94.71 75.05 19.66 21.3% 1.06 1.1% 87% False False 1,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.46
2.618 100.38
1.618 97.27
1.000 95.35
0.618 94.16
HIGH 92.24
0.618 91.05
0.500 90.69
0.382 90.32
LOW 89.13
0.618 87.21
1.000 86.02
1.618 84.10
2.618 80.99
4.250 75.91
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 91.72 91.22
PP 91.20 90.19
S1 90.69 89.17

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

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