NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 88.54 91.78 3.24 3.7% 88.30
High 89.08 91.90 2.82 3.2% 88.45
Low 86.01 89.73 3.72 4.3% 85.77
Close 89.08 91.90 2.82 3.2% 88.19
Range 3.07 2.17 -0.90 -29.3% 2.68
ATR 1.41 1.51 0.10 7.2% 0.00
Volume 633 628 -5 -0.8% 2,001
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 97.69 96.96 93.09
R3 95.52 94.79 92.50
R2 93.35 93.35 92.30
R1 92.62 92.62 92.10 92.99
PP 91.18 91.18 91.18 91.36
S1 90.45 90.45 91.70 90.82
S2 89.01 89.01 91.50
S3 86.84 88.28 91.30
S4 84.67 86.11 90.71
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 91.90 86.01 5.89 6.4% 1.33 1.4% 100% True False 576
10 91.90 85.77 6.13 6.7% 0.81 0.9% 100% True False 761
20 91.90 81.95 9.95 10.8% 0.41 0.4% 100% True False 1,040
40 91.90 74.41 17.49 19.0% 0.29 0.3% 100% True False 832
60 91.90 69.15 22.75 24.8% 0.20 0.2% 100% True False 737
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.12
2.618 97.58
1.618 95.41
1.000 94.07
0.618 93.24
HIGH 91.90
0.618 91.07
0.500 90.82
0.382 90.56
LOW 89.73
0.618 88.39
1.000 87.56
1.618 86.22
2.618 84.05
4.250 80.51
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 91.54 90.92
PP 91.18 89.94
S1 90.82 88.96

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

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