NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 93.93 93.90 -0.03 0.0% 90.47
High 94.63 93.90 -0.73 -0.8% 94.63
Low 93.31 92.74 -0.57 -0.6% 90.40
Close 93.31 93.45 0.14 0.2% 93.31
Range 1.32 1.16 -0.16 -12.1% 4.23
ATR 2.00 1.94 -0.06 -3.0% 0.00
Volume 9,057 3,190 -5,867 -64.8% 12,378
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 96.84 96.31 94.09
R3 95.68 95.15 93.77
R2 94.52 94.52 93.66
R1 93.99 93.99 93.56 93.68
PP 93.36 93.36 93.36 93.21
S1 92.83 92.83 93.34 92.52
S2 92.20 92.20 93.24
S3 91.04 91.67 93.13
S4 89.88 90.51 92.81
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 105.47 103.62 95.64
R3 101.24 99.39 94.47
R2 97.01 97.01 94.09
R1 95.16 95.16 93.70 96.09
PP 92.78 92.78 92.78 93.24
S1 90.93 90.93 92.92 91.86
S2 88.55 88.55 92.53
S3 84.32 86.70 92.15
S4 80.09 82.47 90.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.63 90.40 4.23 4.5% 1.14 1.2% 72% False False 3,113
10 94.63 88.77 5.86 6.3% 1.34 1.4% 80% False False 2,997
20 94.71 85.12 9.59 10.3% 2.29 2.4% 87% False False 2,923
40 94.71 85.12 9.59 10.3% 1.67 1.8% 87% False False 2,188
60 94.71 75.69 19.02 20.4% 1.32 1.4% 93% False False 1,919
80 94.71 71.75 22.96 24.6% 1.04 1.1% 95% False False 1,660
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.83
2.618 96.94
1.618 95.78
1.000 95.06
0.618 94.62
HIGH 93.90
0.618 93.46
0.500 93.32
0.382 93.18
LOW 92.74
0.618 92.02
1.000 91.58
1.618 90.86
2.618 89.70
4.250 87.81
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 93.41 93.69
PP 93.36 93.61
S1 93.32 93.53

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

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