NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary
Previous Current
27-Dec-2007 28-Dec-2007 Change Change % Previous Week
Open 92.20 92.84 0.64 0.7% 89.98
High 93.00 93.55 0.55 0.6% 93.55
Low 92.20 92.61 0.41 0.4% 89.98
Close 92.61 92.24 -0.37 -0.4% 92.24
Range 0.80 0.94 0.14 17.5% 3.57
ATR 1.46 1.42 -0.04 -2.5% 0.00
Volume 1,057 1,825 768 72.7% 4,495
Daily Pivots for day following 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 95.62 94.87 92.76
R3 94.68 93.93 92.50
R2 93.74 93.74 92.41
R1 92.99 92.99 92.33 92.90
PP 92.80 92.80 92.80 92.75
S1 92.05 92.05 92.15 91.96
S2 91.86 91.86 92.07
S3 90.92 91.11 91.98
S4 89.98 90.17 91.72
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.63 101.01 94.20
R3 99.06 97.44 93.22
R2 95.49 95.49 92.89
R1 93.87 93.87 92.57 94.68
PP 91.92 91.92 91.92 92.33
S1 90.30 90.30 91.91 91.11
S2 88.35 88.35 91.59
S3 84.78 86.73 91.26
S4 81.21 83.16 90.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.55 89.98 3.57 3.9% 0.67 0.7% 63% True False 2,605
10 93.55 88.19 5.36 5.8% 0.77 0.8% 76% True False 2,255
20 93.55 84.34 9.21 10.0% 1.32 1.4% 86% True False 1,895
40 93.55 84.34 9.21 10.0% 0.95 1.0% 86% True False 1,684
60 93.55 74.47 19.08 20.7% 0.71 0.8% 93% True False 1,545
80 93.55 71.11 22.44 24.3% 0.55 0.6% 94% True False 1,481
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.55
2.618 96.01
1.618 95.07
1.000 94.49
0.618 94.13
HIGH 93.55
0.618 93.19
0.500 93.08
0.382 92.97
LOW 92.61
0.618 92.03
1.000 91.67
1.618 91.09
2.618 90.15
4.250 88.62
Fisher Pivots for day following 28-Dec-2007
Pivot 1 day 3 day
R1 93.08 92.43
PP 92.80 92.36
S1 92.52 92.30

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

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