NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 90.19 90.47 0.28 0.3% 90.37
High 91.46 90.62 -0.84 -0.9% 91.60
Low 90.12 90.40 0.28 0.3% 88.77
Close 91.15 91.61 0.46 0.5% 91.15
Range 1.34 0.22 -1.12 -83.6% 2.83
ATR 2.22 2.12 -0.11 -4.7% 0.00
Volume 4,524 995 -3,529 -78.0% 14,405
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.54 91.79 91.73
R3 91.32 91.57 91.67
R2 91.10 91.10 91.65
R1 91.35 91.35 91.63 91.23
PP 90.88 90.88 90.88 90.81
S1 91.13 91.13 91.59 91.01
S2 90.66 90.66 91.57
S3 90.44 90.91 91.55
S4 90.22 90.69 91.49
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 99.00 97.90 92.71
R3 96.17 95.07 91.93
R2 93.34 93.34 91.67
R1 92.24 92.24 91.41 92.79
PP 90.51 90.51 90.51 90.78
S1 89.41 89.41 90.89 89.96
S2 87.68 87.68 90.63
S3 84.85 86.58 90.37
S4 82.02 83.75 89.59
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 3.1% 1.36 1.5% 100% False False 2,251
10 92.24 87.62 4.62 5.0% 1.69 1.8% 86% False False 2,488
20 94.71 85.12 9.59 10.5% 2.36 2.6% 68% False False 2,594
40 94.71 84.95 9.76 10.7% 1.68 1.8% 68% False False 2,027
60 94.71 75.05 19.66 21.5% 1.24 1.4% 84% False False 1,743
80 94.71 70.29 24.42 26.7% 0.97 1.1% 87% False False 1,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 91.56
2.618 91.20
1.618 90.98
1.000 90.84
0.618 90.76
HIGH 90.62
0.618 90.54
0.500 90.51
0.382 90.48
LOW 90.40
0.618 90.26
1.000 90.18
1.618 90.04
2.618 89.82
4.250 89.47
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 91.24 91.28
PP 90.88 90.95
S1 90.51 90.63

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

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