NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 13-Dec-2007
Day Change Summary
Previous Current
12-Dec-2007 13-Dec-2007 Change Change % Previous Week
Open 88.50 90.00 1.50 1.7% 86.36
High 91.15 91.10 -0.05 -0.1% 90.40
Low 88.25 88.50 0.25 0.3% 84.34
Close 91.44 90.00 -1.44 -1.6% 86.48
Range 2.90 2.60 -0.30 -10.3% 6.06
ATR 1.69 1.78 0.09 5.3% 0.00
Volume 800 2,871 2,071 258.9% 7,463
Daily Pivots for day following 13-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.67 96.43 91.43
R3 95.07 93.83 90.72
R2 92.47 92.47 90.48
R1 91.23 91.23 90.24 91.30
PP 89.87 89.87 89.87 89.90
S1 88.63 88.63 89.76 88.70
S2 87.27 87.27 89.52
S3 84.67 86.03 89.29
S4 82.07 83.43 88.57
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 91.15 86.35 4.80 5.3% 1.25 1.4% 76% False False 1,895
10 91.15 84.34 6.81 7.6% 1.88 2.1% 83% False False 1,535
20 91.85 84.34 7.51 8.3% 1.15 1.3% 75% False False 1,286
40 91.85 79.86 11.99 13.3% 0.82 0.9% 85% False False 1,579
60 91.85 74.47 17.38 19.3% 0.60 0.7% 89% False False 1,338
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.15
2.618 97.91
1.618 95.31
1.000 93.70
0.618 92.71
HIGH 91.10
0.618 90.11
0.500 89.80
0.382 89.49
LOW 88.50
0.618 86.89
1.000 85.90
1.618 84.29
2.618 81.69
4.250 77.45
Fisher Pivots for day following 13-Dec-2007
Pivot 1 day 3 day
R1 89.93 89.63
PP 89.87 89.26
S1 89.80 88.90

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

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