NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 89.13 91.80 2.67 3.0% 86.30
High 92.24 92.10 -0.14 -0.2% 94.71
Low 89.13 88.05 -1.08 -1.2% 85.12
Close 92.24 90.78 -1.46 -1.6% 86.92
Range 3.11 4.05 0.94 30.2% 9.59
ATR 2.50 2.62 0.12 4.8% 0.00
Volume 2,020 3,135 1,115 55.2% 17,058
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.46 100.67 93.01
R3 98.41 96.62 91.89
R2 94.36 94.36 91.52
R1 92.57 92.57 91.15 91.44
PP 90.31 90.31 90.31 89.75
S1 88.52 88.52 90.41 87.39
S2 86.26 86.26 90.04
S3 82.21 84.47 89.67
S4 78.16 80.42 88.55
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 92.24 85.67 6.57 7.2% 2.60 2.9% 78% False False 2,361
10 94.71 85.12 9.59 10.6% 3.31 3.6% 59% False False 2,804
20 94.71 85.12 9.59 10.6% 2.32 2.6% 59% False False 2,119
40 94.71 81.04 13.67 15.1% 1.55 1.7% 71% False False 1,846
60 94.71 75.05 19.66 21.7% 1.13 1.2% 80% False False 1,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.31
2.618 102.70
1.618 98.65
1.000 96.15
0.618 94.60
HIGH 92.10
0.618 90.55
0.500 90.08
0.382 89.60
LOW 88.05
0.618 85.55
1.000 84.00
1.618 81.50
2.618 77.45
4.250 70.84
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 90.55 90.50
PP 90.31 90.21
S1 90.08 89.93

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

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