NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 88.72 88.68 -0.04 0.0% 88.75
High 89.10 89.68 0.58 0.7% 89.24
Low 88.40 88.68 0.28 0.3% 85.75
Close 88.79 89.68 0.89 1.0% 88.79
Range 0.70 1.00 0.30 42.9% 3.49
ATR 1.44 1.40 -0.03 -2.2% 0.00
Volume 1,179 1,532 353 29.9% 6,247
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 92.35 92.01 90.23
R3 91.35 91.01 89.96
R2 90.35 90.35 89.86
R1 90.01 90.01 89.77 90.18
PP 89.35 89.35 89.35 89.43
S1 89.01 89.01 89.59 89.18
S2 88.35 88.35 89.50
S3 87.35 88.01 89.41
S4 86.35 87.01 89.13
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.40 97.08 90.71
R3 94.91 93.59 89.75
R2 91.42 91.42 89.43
R1 90.10 90.10 89.11 90.76
PP 87.93 87.93 87.93 88.26
S1 86.61 86.61 88.47 87.27
S2 84.44 84.44 88.15
S3 80.95 83.12 87.83
S4 77.46 79.63 86.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.68 85.75 3.93 4.4% 0.86 1.0% 100% True False 1,176
10 91.95 85.75 6.20 6.9% 0.80 0.9% 63% False False 1,290
20 91.95 81.04 10.91 12.2% 0.90 1.0% 79% False False 1,386
40 91.95 75.05 16.90 18.8% 0.61 0.7% 87% False False 1,284
60 91.95 69.18 22.77 25.4% 0.43 0.5% 90% False False 1,147
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.93
2.618 92.30
1.618 91.30
1.000 90.68
0.618 90.30
HIGH 89.68
0.618 89.30
0.500 89.18
0.382 89.06
LOW 88.68
0.618 88.06
1.000 87.68
1.618 87.06
2.618 86.06
4.250 84.43
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 89.51 89.12
PP 89.35 88.56
S1 89.18 88.01

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

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