NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 91.95 90.47 -1.48 -1.6% 88.83
High 91.95 90.47 -1.48 -1.6% 91.95
Low 90.48 90.47 -0.01 0.0% 88.17
Close 90.48 90.81 0.33 0.4% 90.81
Range 1.47 0.00 -1.47 -100.0% 3.78
ATR 1.21 1.12 -0.09 -7.1% 0.00
Volume 1,287 2,008 721 56.0% 7,938
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.58 90.70 90.81
R3 90.58 90.70 90.81
R2 90.58 90.58 90.81
R1 90.70 90.70 90.81 90.64
PP 90.58 90.58 90.58 90.56
S1 90.70 90.70 90.81 90.64
S2 90.58 90.58 90.81
S3 90.58 90.70 90.81
S4 90.58 90.70 90.81
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.65 100.01 92.89
R3 97.87 96.23 91.85
R2 94.09 94.09 91.50
R1 92.45 92.45 91.16 93.27
PP 90.31 90.31 90.31 90.72
S1 88.67 88.67 90.46 89.49
S2 86.53 86.53 90.12
S3 82.75 84.89 89.77
S4 78.97 81.11 88.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.95 88.17 3.78 4.2% 0.79 0.9% 70% False False 1,587
10 91.95 84.95 7.00 7.7% 1.04 1.1% 84% False False 1,700
20 91.95 80.55 11.40 12.6% 0.74 0.8% 90% False False 1,472
40 91.95 74.70 17.25 19.0% 0.49 0.5% 93% False False 1,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.11
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 90.47
2.618 90.47
1.618 90.47
1.000 90.47
0.618 90.47
HIGH 90.47
0.618 90.47
0.500 90.47
0.382 90.47
LOW 90.47
0.618 90.47
1.000 90.47
1.618 90.47
2.618 90.47
4.250 90.47
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 90.70 91.08
PP 90.58 90.99
S1 90.47 90.90

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

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