NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	87.61	87.10	-0.51	-0.6%	85.71
High	87.70	87.30	-0.40	-0.5%	88.52
Low	85.90	87.10	1.20	1.4%	85.59
Close	86.55	88.26	1.71	2.0%	86.68
Range	1.80	0.20	-1.60	-88.9%	2.93
ATR	1.73	1.66	-0.07	-4.0%	0.00
Volume	1,909	952	-957	-50.1%	10,471

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	88.15	88.41	88.37
R3	87.95	88.21	88.32
R2	87.75	87.75	88.30
R1	88.01	88.01	88.28	87.88
PP	87.55	87.55	87.55	87.49
S1	87.81	87.81	88.24	87.68
S2	87.35	87.35	88.22
S3	87.15	87.61	88.21
S4	86.95	87.41	88.15

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	95.72	94.13	88.29
R3	92.79	91.20	87.49
R2	89.86	89.86	87.22
R1	88.27	88.27	86.95	89.07
PP	86.93	86.93	86.93	87.33
S1	85.34	85.34	86.41	86.14
S2	84.00	84.00	86.14
S3	81.07	82.41	85.87
S4	78.14	79.48	85.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.52	85.59	2.93	3.3%	1.34	1.5%	91%	False	False	2,133
10	90.00	85.59	4.41	5.0%	1.41	1.6%	61%	False	False	1,631
20	92.10	85.59	6.51	7.4%	1.18	1.3%	41%	False	False	1,079
40	92.10	80.08	12.02	13.6%	0.66	0.7%	68%	False	False	1,141
60	92.10	74.41	17.69	20.0%	0.48	0.5%	78%	False	False	955

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.15
2.618	87.82
1.618	87.62
1.000	87.50
0.618	87.42
HIGH	87.30
0.618	87.22
0.500	87.20
0.382	87.18
LOW	87.10
0.618	86.98
1.000	86.90
1.618	86.78
2.618	86.58
4.250	86.25

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	87.91	87.72
PP	87.55	87.18
S1	87.20	86.65

Download as Excel Spreadsheet

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

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