NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 91.79 92.43 0.64 0.7% 88.68
High 92.82 92.43 -0.39 -0.4% 92.82
Low 91.79 91.56 -0.23 -0.3% 88.68
Close 92.82 92.43 -0.39 -0.4% 92.82
Range 1.03 0.87 -0.16 -15.5% 4.14
ATR 1.45 1.44 -0.01 -0.9% 0.00
Volume 1,005 271 -734 -73.0% 5,704
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 94.75 94.46 92.91
R3 93.88 93.59 92.67
R2 93.01 93.01 92.59
R1 92.72 92.72 92.51 92.87
PP 92.14 92.14 92.14 92.21
S1 91.85 91.85 92.35 92.00
S2 91.27 91.27 92.27
S3 90.40 90.98 92.19
S4 89.53 90.11 91.95
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 88.68 4.14 4.5% 1.18 1.3% 91% False False 1,195
10 92.82 85.75 7.07 7.6% 0.97 1.1% 94% False False 1,222
20 92.82 84.95 7.87 8.5% 1.00 1.1% 95% False False 1,461
40 92.82 75.05 17.77 19.2% 0.68 0.7% 98% False False 1,317
60 92.82 70.29 22.53 24.4% 0.51 0.5% 98% False False 1,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.13
2.618 94.71
1.618 93.84
1.000 93.30
0.618 92.97
HIGH 92.43
0.618 92.10
0.500 92.00
0.382 91.89
LOW 91.56
0.618 91.02
1.000 90.69
1.618 90.15
2.618 89.28
4.250 87.86
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 92.29 92.34
PP 92.14 92.24
S1 92.00 92.15

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

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