NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 90.77 90.20 -0.57 -0.6% 89.10
High 90.77 90.50 -0.27 -0.3% 91.40
Low 90.77 90.20 -0.57 -0.6% 88.54
Close 90.77 91.20 0.43 0.5% 90.77
Range 0.00 0.30 0.30 2.86
ATR 1.69 1.61 -0.08 -4.7% 0.00
Volume 2,895 493 -2,402 -83.0% 6,892
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.53 91.67 91.37
R3 91.23 91.37 91.28
R2 90.93 90.93 91.26
R1 91.07 91.07 91.23 91.00
PP 90.63 90.63 90.63 90.60
S1 90.77 90.77 91.17 90.70
S2 90.33 90.33 91.15
S3 90.03 90.47 91.12
S4 89.73 90.17 91.04
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 98.82 97.65 92.34
R3 95.96 94.79 91.56
R2 93.10 93.10 91.29
R1 91.93 91.93 91.03 92.52
PP 90.24 90.24 90.24 90.53
S1 89.07 89.07 90.51 89.66
S2 87.38 87.38 90.25
S3 84.52 86.21 89.98
S4 81.66 83.35 89.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.40 88.54 2.86 3.1% 1.05 1.2% 93% False False 1,235
10 91.40 87.10 4.30 4.7% 1.22 1.3% 95% False False 1,101
20 91.40 85.59 5.81 6.4% 1.31 1.4% 97% False False 1,331
40 92.10 84.86 7.24 7.9% 0.93 1.0% 88% False False 1,202
60 92.10 74.41 17.69 19.4% 0.66 0.7% 95% False False 996
80 92.10 70.16 21.94 24.1% 0.52 0.6% 96% False False 906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.78
2.618 91.29
1.618 90.99
1.000 90.80
0.618 90.69
HIGH 90.50
0.618 90.39
0.500 90.35
0.382 90.31
LOW 90.20
0.618 90.01
1.000 89.90
1.618 89.71
2.618 89.41
4.250 88.93
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 90.92 90.85
PP 90.63 90.49
S1 90.35 90.14

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

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