NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 91.35 91.35 0.00 0.0% 87.97
High 91.35 91.35 0.00 0.0% 91.35
Low 90.50 91.35 0.85 0.9% 87.50
Close 90.64 91.53 0.89 1.0% 91.53
Range 0.85 0.00 -0.85 -100.0% 3.85
ATR 1.26 1.22 -0.04 -3.1% 0.00
Volume 305 312 7 2.3% 2,890
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.41 91.47 91.53
R3 91.41 91.47 91.53
R2 91.41 91.41 91.53
R1 91.47 91.47 91.53 91.44
PP 91.41 91.41 91.41 91.40
S1 91.47 91.47 91.53 91.44
S2 91.41 91.41 91.53
S3 91.41 91.47 91.53
S4 91.41 91.47 91.53
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.68 100.45 93.65
R3 97.83 96.60 92.59
R2 93.98 93.98 92.24
R1 92.75 92.75 91.88 93.37
PP 90.13 90.13 90.13 90.43
S1 88.90 88.90 91.18 89.52
S2 86.28 86.28 90.82
S3 82.43 85.05 90.47
S4 78.58 81.20 89.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.35 87.35 4.00 4.4% 0.48 0.5% 105% True False 729
10 91.35 85.24 6.11 6.7% 0.57 0.6% 103% True False 828
20 91.35 84.59 6.76 7.4% 0.56 0.6% 103% True False 1,650
40 91.35 74.47 16.88 18.4% 0.38 0.4% 101% True False 1,293
60 91.35 69.45 21.90 23.9% 0.28 0.3% 101% True False 1,273
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.35
2.618 91.35
1.618 91.35
1.000 91.35
0.618 91.35
HIGH 91.35
0.618 91.35
0.500 91.35
0.382 91.35
LOW 91.35
0.618 91.35
1.000 91.35
1.618 91.35
2.618 91.35
4.250 91.35
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 91.47 91.33
PP 91.41 91.13
S1 91.35 90.93

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

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