NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 90.90 89.55 -1.35 -1.5% 86.42
High 90.90 89.55 -1.35 -1.5% 91.15
Low 88.19 89.55 1.36 1.5% 86.38
Close 88.72 89.55 0.83 0.9% 89.84
Range 2.71 0.00 -2.71 -100.0% 4.77
ATR 1.68 1.62 -0.06 -3.6% 0.00
Volume 740 947 207 28.0% 13,856
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 89.55 89.55 89.55
R3 89.55 89.55 89.55
R2 89.55 89.55 89.55
R1 89.55 89.55 89.55 89.55
PP 89.55 89.55 89.55 89.55
S1 89.55 89.55 89.55 89.55
S2 89.55 89.55 89.55
S3 89.55 89.55 89.55
S4 89.55 89.55 89.55
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 91.10 88.19 2.91 3.2% 1.18 1.3% 47% False False 2,322
10 91.15 84.34 6.81 7.6% 1.56 1.7% 77% False False 1,856
20 91.85 84.34 7.51 8.4% 1.23 1.4% 69% False False 1,555
40 91.85 81.51 10.34 11.5% 0.88 1.0% 78% False False 1,651
60 91.85 74.47 17.38 19.4% 0.65 0.7% 87% False False 1,386
80 91.85 69.08 22.77 25.4% 0.51 0.6% 90% False False 1,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 89.55
2.618 89.55
1.618 89.55
1.000 89.55
0.618 89.55
HIGH 89.55
0.618 89.55
0.500 89.55
0.382 89.55
LOW 89.55
0.618 89.55
1.000 89.55
1.618 89.55
2.618 89.55
4.250 89.55
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 89.55 89.55
PP 89.55 89.55
S1 89.55 89.55

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

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