NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 89.35 90.43 1.08 1.2% 89.30
High 90.24 90.43 0.19 0.2% 90.90
Low 89.25 90.42 1.17 1.3% 88.19
Close 89.30 90.42 1.12 1.3% 90.42
Range 0.99 0.01 -0.98 -99.0% 2.71
ATR 1.58 1.54 -0.03 -2.0% 0.00
Volume 791 8,534 7,743 978.9% 11,731
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 90.45 90.45 90.43
R3 90.44 90.44 90.42
R2 90.43 90.43 90.42
R1 90.43 90.43 90.42 90.43
PP 90.42 90.42 90.42 90.42
S1 90.42 90.42 90.42 90.42
S2 90.41 90.41 90.42
S3 90.40 90.41 90.42
S4 90.39 90.40 90.41
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.97 96.90 91.91
R3 95.26 94.19 91.17
R2 92.55 92.55 90.92
R1 91.48 91.48 90.67 92.02
PP 89.84 89.84 89.84 90.10
S1 88.77 88.77 90.17 89.31
S2 87.13 87.13 89.92
S3 84.42 86.06 89.67
S4 81.71 83.35 88.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.90 88.19 2.71 3.0% 0.83 0.9% 82% False False 2,346
10 91.15 86.38 4.77 5.3% 1.04 1.1% 85% False False 2,558
20 91.85 84.34 7.51 8.3% 1.24 1.4% 81% False False 1,990
40 91.85 84.34 7.51 8.3% 0.90 1.0% 81% False False 1,820
60 91.85 74.47 17.38 19.2% 0.66 0.7% 92% False False 1,525
80 91.85 69.45 22.40 24.8% 0.52 0.6% 94% False False 1,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.47
2.618 90.46
1.618 90.45
1.000 90.44
0.618 90.44
HIGH 90.43
0.618 90.43
0.500 90.43
0.382 90.42
LOW 90.42
0.618 90.41
1.000 90.41
1.618 90.40
2.618 90.39
4.250 90.38
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 90.43 90.23
PP 90.42 90.03
S1 90.42 89.84

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

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