NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 91.50 91.79 0.29 0.3% 88.68
High 92.60 92.82 0.22 0.2% 92.82
Low 91.48 91.79 0.31 0.3% 88.68
Close 91.95 92.82 0.87 0.9% 92.82
Range 1.12 1.03 -0.09 -8.0% 4.14
ATR 1.48 1.45 -0.03 -2.2% 0.00
Volume 2,499 1,005 -1,494 -59.8% 5,704
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 95.57 95.22 93.39
R3 94.54 94.19 93.10
R2 93.51 93.51 93.01
R1 93.16 93.16 92.91 93.34
PP 92.48 92.48 92.48 92.56
S1 92.13 92.13 92.73 92.31
S2 91.45 91.45 92.63
S3 90.42 91.10 92.54
S4 89.39 90.07 92.25
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 103.86 102.48 95.10
R3 99.72 98.34 93.96
R2 95.58 95.58 93.58
R1 94.20 94.20 93.20 94.89
PP 91.44 91.44 91.44 91.79
S1 90.06 90.06 92.44 90.75
S2 87.30 87.30 92.06
S3 83.16 85.92 91.68
S4 79.02 81.78 90.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.82 88.40 4.42 4.8% 1.15 1.2% 100% True False 1,376
10 92.82 85.75 7.07 7.6% 0.89 1.0% 100% True False 1,395
20 92.82 84.95 7.87 8.5% 0.99 1.1% 100% True False 1,529
40 92.82 75.05 17.77 19.1% 0.67 0.7% 100% True False 1,312
60 92.82 69.68 23.14 24.9% 0.49 0.5% 100% True False 1,196
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 False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.20
2.618 95.52
1.618 94.49
1.000 93.85
0.618 93.46
HIGH 92.82
0.618 92.43
0.500 92.31
0.382 92.18
LOW 91.79
0.618 91.15
1.000 90.76
1.618 90.12
2.618 89.09
4.250 87.41
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 92.65 92.47
PP 92.48 92.11
S1 92.31 91.76

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

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