NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 89.40 90.15 0.75 0.8% 88.05
High 90.71 90.89 0.18 0.2% 92.24
Low 89.40 89.79 0.39 0.4% 86.09
Close 90.06 89.82 -0.24 -0.3% 90.48
Range 1.31 1.10 -0.21 -16.0% 6.15
ATR 2.36 2.27 -0.09 -3.8% 0.00
Volume 2,593 2,111 -482 -18.6% 11,434
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.47 92.74 90.43
R3 92.37 91.64 90.12
R2 91.27 91.27 90.02
R1 90.54 90.54 89.92 90.36
PP 90.17 90.17 90.17 90.07
S1 89.44 89.44 89.72 89.26
S2 89.07 89.07 89.62
S3 87.97 88.34 89.52
S4 86.87 87.24 89.22
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 91.60 88.77 2.83 3.2% 1.43 1.6% 37% False False 2,460
10 92.24 85.67 6.57 7.3% 2.01 2.2% 63% False False 2,411
20 94.71 85.12 9.59 10.7% 2.38 2.6% 49% False False 2,382
40 94.71 83.14 11.57 12.9% 1.69 1.9% 58% False False 1,940
60 94.71 75.05 19.66 21.9% 1.25 1.4% 75% False False 1,675
80 94.71 69.68 25.03 27.9% 0.95 1.1% 80% False False 1,483
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.57
2.618 93.77
1.618 92.67
1.000 91.99
0.618 91.57
HIGH 90.89
0.618 90.47
0.500 90.34
0.382 90.21
LOW 89.79
0.618 89.11
1.000 88.69
1.618 88.01
2.618 86.91
4.250 85.12
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 90.34 90.19
PP 90.17 90.06
S1 89.99 89.94

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

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