NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 88.19 88.54 0.35 0.4% 88.30
High 88.19 89.08 0.89 1.0% 88.45
Low 88.19 86.01 -2.18 -2.5% 85.77
Close 88.19 89.08 0.89 1.0% 88.19
Range 0.00 3.07 3.07 2.68
ATR 1.28 1.41 0.13 10.0% 0.00
Volume 153 633 480 313.7% 2,001
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 97.27 96.24 90.77
R3 94.20 93.17 89.92
R2 91.13 91.13 89.64
R1 90.10 90.10 89.36 90.62
PP 88.06 88.06 88.06 88.31
S1 87.03 87.03 88.80 87.55
S2 84.99 84.99 88.52
S3 81.92 83.96 88.24
S4 78.85 80.89 87.39
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 95.51 94.53 89.66
R3 92.83 91.85 88.93
R2 90.15 90.15 88.68
R1 89.17 89.17 88.44 88.32
PP 87.47 87.47 87.47 87.05
S1 86.49 86.49 87.94 85.64
S2 84.79 84.79 87.70
S3 82.11 83.81 87.45
S4 79.43 81.13 86.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.08 85.77 3.31 3.7% 0.90 1.0% 100% True False 486
10 90.85 85.77 5.08 5.7% 0.59 0.7% 65% False False 735
20 90.85 80.45 10.40 11.7% 0.30 0.3% 83% False False 1,017
40 90.85 74.41 16.44 18.5% 0.24 0.3% 89% False False 829
60 90.85 69.15 21.70 24.4% 0.17 0.2% 92% False False 727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 102.13
2.618 97.12
1.618 94.05
1.000 92.15
0.618 90.98
HIGH 89.08
0.618 87.91
0.500 87.55
0.382 87.18
LOW 86.01
0.618 84.11
1.000 82.94
1.618 81.04
2.618 77.97
4.250 72.96
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 88.57 88.57
PP 88.06 88.06
S1 87.55 87.55

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

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