NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 90.00 89.85 -0.15 -0.2% 86.42
High 91.10 90.00 -1.10 -1.2% 91.15
Low 88.50 89.85 1.35 1.5% 86.38
Close 90.00 89.84 -0.16 -0.2% 89.84
Range 2.60 0.15 -2.45 -94.2% 4.77
ATR 1.78 1.67 -0.12 -6.5% 0.00
Volume 2,871 6,333 3,462 120.6% 13,856
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.35 90.24 89.92
R3 90.20 90.09 89.88
R2 90.05 90.05 89.87
R1 89.94 89.94 89.85 89.92
PP 89.90 89.90 89.90 89.89
S1 89.79 89.79 89.83 89.77
S2 89.75 89.75 89.81
S3 89.60 89.64 89.80
S4 89.45 89.49 89.76
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 103.43 101.41 92.46
R3 98.66 96.64 91.15
R2 93.89 93.89 90.71
R1 91.87 91.87 90.28 92.88
PP 89.12 89.12 89.12 89.63
S1 87.10 87.10 89.40 88.11
S2 84.35 84.35 88.97
S3 79.58 82.33 88.53
S4 74.81 77.56 87.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.15 86.38 4.77 5.3% 1.25 1.4% 73% False False 2,771
10 91.15 84.34 6.81 7.6% 1.81 2.0% 81% False False 2,131
20 91.85 84.34 7.51 8.4% 1.15 1.3% 73% False False 1,586
40 91.85 79.86 11.99 13.3% 0.80 0.9% 83% False False 1,614
60 91.85 74.47 17.38 19.3% 0.60 0.7% 88% False False 1,399
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.64
2.618 90.39
1.618 90.24
1.000 90.15
0.618 90.09
HIGH 90.00
0.618 89.94
0.500 89.93
0.382 89.91
LOW 89.85
0.618 89.76
1.000 89.70
1.618 89.61
2.618 89.46
4.250 89.21
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 89.93 89.79
PP 89.90 89.75
S1 89.87 89.70

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

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