NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 90.37 91.60 1.23 1.4% 88.05
High 90.49 91.60 1.11 1.2% 92.24
Low 89.37 88.77 -0.60 -0.7% 86.09
Close 90.29 89.20 -1.09 -1.2% 90.48
Range 1.12 2.83 1.71 152.7% 6.15
ATR 2.39 2.42 0.03 1.3% 0.00
Volume 4,144 1,033 -3,111 -75.1% 11,434
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 98.35 96.60 90.76
R3 95.52 93.77 89.98
R2 92.69 92.69 89.72
R1 90.94 90.94 89.46 90.40
PP 89.86 89.86 89.86 89.59
S1 88.11 88.11 88.94 87.57
S2 87.03 87.03 88.68
S3 84.20 85.28 88.42
S4 81.37 82.45 87.64
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 108.05 105.42 93.86
R3 101.90 99.27 92.17
R2 95.75 95.75 91.61
R1 93.12 93.12 91.04 94.44
PP 89.60 89.60 89.60 90.26
S1 86.97 86.97 89.92 88.29
S2 83.45 83.45 89.35
S3 77.30 80.82 88.79
S4 71.15 74.67 87.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.24 88.05 4.19 4.7% 2.38 2.7% 27% False False 2,551
10 94.71 85.12 9.59 10.8% 3.35 3.8% 43% False False 2,814
20 94.71 85.12 9.59 10.8% 2.41 2.7% 43% False False 2,305
40 94.71 81.04 13.67 15.3% 1.66 1.9% 60% False False 1,845
60 94.71 75.05 19.66 22.0% 1.21 1.4% 72% False False 1,625
80 94.71 69.18 25.53 28.6% 0.92 1.0% 78% False False 1,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.63
2.618 99.01
1.618 96.18
1.000 94.43
0.618 93.35
HIGH 91.60
0.618 90.52
0.500 90.19
0.382 89.85
LOW 88.77
0.618 87.02
1.000 85.94
1.618 84.19
2.618 81.36
4.250 76.74
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 90.19 90.19
PP 89.86 89.86
S1 89.53 89.53

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

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