NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 89.85 89.30 -0.55 -0.6% 86.42
High 90.00 89.48 -0.52 -0.6% 91.15
Low 89.85 89.05 -0.80 -0.9% 86.38
Close 89.84 89.77 -0.07 -0.1% 89.84
Range 0.15 0.43 0.28 186.7% 4.77
ATR 1.67 1.60 -0.06 -3.8% 0.00
Volume 6,333 719 -5,614 -88.6% 13,856
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.72 90.68 90.01
R3 90.29 90.25 89.89
R2 89.86 89.86 89.85
R1 89.82 89.82 89.81 89.84
PP 89.43 89.43 89.43 89.45
S1 89.39 89.39 89.73 89.41
S2 89.00 89.00 89.69
S3 88.57 88.96 89.65
S4 88.14 88.53 89.53
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 86.64 4.51 5.0% 1.33 1.5% 69% False False 2,252
10 91.15 84.34 6.81 7.6% 1.69 1.9% 80% False False 2,163
20 91.85 84.34 7.51 8.4% 1.15 1.3% 72% False False 1,584
40 91.85 79.86 11.99 13.4% 0.81 0.9% 83% False False 1,615
60 91.85 74.47 17.38 19.4% 0.61 0.7% 88% False False 1,375
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.31
2.618 90.61
1.618 90.18
1.000 89.91
0.618 89.75
HIGH 89.48
0.618 89.32
0.500 89.27
0.382 89.21
LOW 89.05
0.618 88.78
1.000 88.62
1.618 88.35
2.618 87.92
4.250 87.22
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 89.60 89.80
PP 89.43 89.79
S1 89.27 89.78

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

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