NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	86.42	86.64	0.22	0.3%	86.36
High	86.42	87.20	0.78	0.9%	90.40
Low	86.38	86.64	0.26	0.3%	84.34
Close	86.38	88.00	1.62	1.9%	86.48
Range	0.04	0.56	0.52	1,300.0%	6.06
ATR	1.64	1.58	-0.06	-3.6%	0.00
Volume	3,314	538	-2,776	-83.8%	7,463

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	88.96	89.04	88.31
R3	88.40	88.48	88.15
R2	87.84	87.84	88.10
R1	87.92	87.92	88.05	87.88
PP	87.28	87.28	87.28	87.26
S1	87.36	87.36	87.95	87.32
S2	86.72	86.72	87.90
S3	86.16	86.80	87.85
S4	85.60	86.24	87.69

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	105.25	101.93	89.81
R3	99.19	95.87	88.15
R2	93.13	93.13	87.59
R1	89.81	89.81	87.04	91.47
PP	87.07	87.07	87.07	87.91
S1	83.75	83.75	85.92	85.41
S2	81.01	81.01	85.37
S3	74.95	77.69	84.81
S4	68.89	71.63	83.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.40	84.34	6.06	6.9%	2.06	2.3%	60%	False	False	1,824
10	90.40	84.34	6.06	6.9%	1.43	1.6%	60%	False	False	1,668
20	91.85	84.34	7.51	8.5%	0.95	1.1%	49%	False	False	1,147
40	91.85	79.86	11.99	13.6%	0.68	0.8%	68%	False	False	1,532
60	91.85	74.47	17.38	19.8%	0.51	0.6%	78%	False	False	1,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.58
2.618	88.67
1.618	88.11
1.000	87.76
0.618	87.55
HIGH	87.20
0.618	86.99
0.500	86.92
0.382	86.85
LOW	86.64
0.618	86.29
1.000	86.08
1.618	85.73
2.618	85.17
4.250	84.26

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	87.64	87.59
PP	87.28	87.18
S1	86.92	86.78

Download as Excel Spreadsheet

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

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