NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 27-Dec-2007
Day Change Summary
Previous Current
26-Dec-2007 27-Dec-2007 Change Change % Previous Week
Open 91.78 92.90 1.12 1.2% 90.37
High 93.34 94.32 0.98 1.0% 91.60
Low 91.78 92.90 1.12 1.2% 88.77
Close 92.80 93.73 0.93 1.0% 91.15
Range 1.56 1.42 -0.14 -9.0% 2.83
ATR 2.09 2.05 -0.04 -1.9% 0.00
Volume 385 1,941 1,556 404.2% 14,405
Daily Pivots for day following 27-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.91 97.24 94.51
R3 96.49 95.82 94.12
R2 95.07 95.07 93.99
R1 94.40 94.40 93.86 94.74
PP 93.65 93.65 93.65 93.82
S1 92.98 92.98 93.60 93.32
S2 92.23 92.23 93.47
S3 90.81 91.56 93.34
S4 89.39 90.14 92.95
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 94.32 89.79 4.53 4.8% 1.13 1.2% 87% True False 1,991
10 94.32 88.05 6.27 6.7% 1.57 1.7% 91% True False 2,328
20 94.71 85.12 9.59 10.2% 2.28 2.4% 90% False False 2,538
40 94.71 85.12 9.59 10.2% 1.68 1.8% 90% False False 1,963
60 94.71 75.05 19.66 21.0% 1.28 1.4% 95% False False 1,724
80 94.71 70.45 24.26 25.9% 1.01 1.1% 96% False False 1,551
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 100.36
2.618 98.04
1.618 96.62
1.000 95.74
0.618 95.20
HIGH 94.32
0.618 93.78
0.500 93.61
0.382 93.44
LOW 92.90
0.618 92.02
1.000 91.48
1.618 90.60
2.618 89.18
4.250 86.87
Fisher Pivots for day following 27-Dec-2007
Pivot 1 day 3 day
R1 93.69 93.27
PP 93.65 92.82
S1 93.61 92.36

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

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