NYMEX Light Sweet Crude Oil Future September 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 87.97 91.27 3.30 3.8% 87.81
High 88.60 91.27 2.67 3.0% 89.40
Low 87.50 91.27 3.77 4.3% 85.24
Close 88.51 91.27 2.76 3.1% 87.62
Range 1.10 0.00 -1.10 -100.0% 4.16
ATR 1.17 1.29 0.11 9.7% 0.00
Volume 1,283 990 -293 -22.8% 2,558
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.27 91.27 91.27
R3 91.27 91.27 91.27
R2 91.27 91.27 91.27
R1 91.27 91.27 91.27 91.27
PP 91.27 91.27 91.27 91.27
S1 91.27 91.27 91.27 91.27
S2 91.27 91.27 91.27
S3 91.27 91.27 91.27
S4 91.27 91.27 91.27
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.90 97.92 89.91
R3 95.74 93.76 88.76
R2 91.58 91.58 88.38
R1 89.60 89.60 88.00 88.51
PP 87.42 87.42 87.42 86.88
S1 85.44 85.44 87.24 84.35
S2 83.26 83.26 86.86
S3 79.10 81.28 86.48
S4 74.94 77.12 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.27 85.50 5.77 6.3% 0.64 0.7% 100% True False 760
10 91.27 85.24 6.03 6.6% 0.64 0.7% 100% True False 1,174
20 91.27 81.51 9.76 10.7% 0.52 0.6% 100% True False 1,748
40 91.27 74.47 16.80 18.4% 0.36 0.4% 100% True False 1,301
60 91.27 69.08 22.19 24.3% 0.27 0.3% 100% True False 1,268
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.27
2.618 91.27
1.618 91.27
1.000 91.27
0.618 91.27
HIGH 91.27
0.618 91.27
0.500 91.27
0.382 91.27
LOW 91.27
0.618 91.27
1.000 91.27
1.618 91.27
2.618 91.27
4.250 91.27
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 91.27 90.62
PP 91.27 89.96
S1 91.27 89.31

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

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