NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 05-Dec-2007

Day Change Summary
	Previous	Current
	04-Dec-2007	05-Dec-2007	Change	Change %	Previous Week
Open	86.68	86.90	0.22	0.3%	91.85
High	86.68	88.80	2.12	2.4%	91.85
Low	86.19	85.33	-0.86	-1.0%	85.60
Close	86.63	85.82	-0.81	-0.9%	85.79
Range	0.49	3.47	2.98	608.2%	6.25
ATR	1.29	1.45	0.16	12.0%	0.00
Volume	1,792	2,974	1,182	66.0%	6,760

Daily Pivots for day following 05-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	97.06	94.91	87.73
R3	93.59	91.44	86.77
R2	90.12	90.12	86.46
R1	87.97	87.97	86.14	87.31
PP	86.65	86.65	86.65	86.32
S1	84.50	84.50	85.50	83.84
S2	83.18	83.18	85.18
S3	79.71	81.03	84.87
S4	76.24	77.56	83.91

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	106.50	102.39	89.23
R3	100.25	96.14	87.51
R2	94.00	94.00	86.94
R1	89.89	89.89	86.36	88.82
PP	87.75	87.75	87.75	87.21
S1	83.64	83.64	85.22	82.57
S2	81.50	81.50	84.64
S3	75.25	77.39	84.07
S4	69.00	71.14	82.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.80	85.33	3.47	4.0%	1.29	1.5%	14%	True	True	1,958
10	91.85	85.33	6.52	7.6%	0.90	1.1%	8%	False	True	1,254
20	91.85	85.24	6.61	7.7%	0.77	0.9%	9%	False	False	1,214
40	91.85	76.45	15.40	17.9%	0.53	0.6%	61%	False	False	1,448
60	91.85	73.60	18.25	21.3%	0.39	0.5%	67%	False	False	1,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	103.55
2.618	97.88
1.618	94.41
1.000	92.27
0.618	90.94
HIGH	88.80
0.618	87.47
0.500	87.07
0.382	86.66
LOW	85.33
0.618	83.19
1.000	81.86
1.618	79.72
2.618	76.25
4.250	70.58

Fisher Pivots for day following 05-Dec-2007
Pivot	1 day	3 day
R1	87.07	87.07
PP	86.65	86.65
S1	86.24	86.24

Download as Excel Spreadsheet

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

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