NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 91.60 89.40 -2.20 -2.4% 88.05
High 91.60 90.71 -0.89 -1.0% 92.24
Low 88.77 89.40 0.63 0.7% 86.09
Close 89.20 90.06 0.86 1.0% 90.48
Range 2.83 1.31 -1.52 -53.7% 6.15
ATR 2.42 2.36 -0.07 -2.7% 0.00
Volume 1,033 2,593 1,560 151.0% 11,434
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.99 93.33 90.78
R3 92.68 92.02 90.42
R2 91.37 91.37 90.30
R1 90.71 90.71 90.18 91.04
PP 90.06 90.06 90.06 90.22
S1 89.40 89.40 89.94 89.73
S2 88.75 88.75 89.82
S3 87.44 88.09 89.70
S4 86.13 86.78 89.34
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 92.10 88.05 4.05 4.5% 2.02 2.2% 50% False False 2,665
10 94.71 85.12 9.59 10.6% 2.86 3.2% 52% False False 2,373
20 94.71 85.12 9.59 10.6% 2.38 2.6% 52% False False 2,401
40 94.71 81.15 13.56 15.1% 1.68 1.9% 66% False False 1,908
60 94.71 75.05 19.66 21.8% 1.23 1.4% 76% False False 1,655
80 94.71 69.23 25.48 28.3% 0.94 1.0% 82% False False 1,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.28
2.618 94.14
1.618 92.83
1.000 92.02
0.618 91.52
HIGH 90.71
0.618 90.21
0.500 90.06
0.382 89.90
LOW 89.40
0.618 88.59
1.000 88.09
1.618 87.28
2.618 85.97
4.250 83.83
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 90.06 90.19
PP 90.06 90.14
S1 90.06 90.10

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

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