NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 91.27 91.35 0.08 0.1% 87.81
High 91.27 91.35 0.08 0.1% 89.40
Low 91.27 90.50 -0.77 -0.8% 85.24
Close 91.27 90.64 -0.63 -0.7% 87.62
Range 0.00 0.85 0.85 4.16
ATR 1.29 1.26 -0.03 -2.4% 0.00
Volume 990 305 -685 -69.2% 2,558
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 93.38 92.86 91.11
R3 92.53 92.01 90.87
R2 91.68 91.68 90.80
R1 91.16 91.16 90.72 91.00
PP 90.83 90.83 90.83 90.75
S1 90.31 90.31 90.56 90.15
S2 89.98 89.98 90.48
S3 89.13 89.46 90.41
S4 88.28 88.61 90.17
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 91.35 86.30 5.05 5.6% 0.51 0.6% 86% True False 733
10 91.35 85.24 6.11 6.7% 0.66 0.7% 88% True False 1,043
20 91.35 83.49 7.86 8.7% 0.56 0.6% 91% True False 1,736
40 91.35 74.47 16.88 18.6% 0.38 0.4% 96% True False 1,293
60 91.35 69.45 21.90 24.2% 0.28 0.3% 97% True False 1,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 94.96
2.618 93.58
1.618 92.73
1.000 92.20
0.618 91.88
HIGH 91.35
0.618 91.03
0.500 90.93
0.382 90.82
LOW 90.50
0.618 89.97
1.000 89.65
1.618 89.12
2.618 88.27
4.250 86.89
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 90.93 90.24
PP 90.83 89.83
S1 90.74 89.43

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

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