NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 88.82 87.54 -1.28 -1.4% 87.97
High 88.82 87.54 -1.28 -1.4% 91.35
Low 88.82 86.52 -2.30 -2.6% 87.50
Close 88.82 86.40 -2.42 -2.7% 91.53
Range 0.00 1.02 1.02 3.85
ATR 1.26 1.34 0.07 5.9% 0.00
Volume 1,264 744 -520 -41.1% 2,890
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 89.88 89.16 86.96
R3 88.86 88.14 86.68
R2 87.84 87.84 86.59
R1 87.12 87.12 86.49 86.97
PP 86.82 86.82 86.82 86.75
S1 86.10 86.10 86.31 85.95
S2 85.80 85.80 86.21
S3 84.78 85.08 86.12
S4 83.76 84.06 85.84
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 91.85 86.52 5.33 6.2% 0.51 0.6% -2% False True 549
10 91.85 85.50 6.35 7.3% 0.58 0.7% 14% False False 655
20 91.85 85.10 6.75 7.8% 0.58 0.7% 19% False False 1,445
40 91.85 74.47 17.38 20.1% 0.41 0.5% 69% False False 1,277
60 91.85 70.23 21.62 25.0% 0.30 0.3% 75% False False 1,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.88
2.618 90.21
1.618 89.19
1.000 88.56
0.618 88.17
HIGH 87.54
0.618 87.15
0.500 87.03
0.382 86.91
LOW 86.52
0.618 85.89
1.000 85.50
1.618 84.87
2.618 83.85
4.250 82.19
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 87.03 89.19
PP 86.82 88.26
S1 86.61 87.33

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

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