NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 92.43 91.78 -0.65 -0.7% 88.68
High 92.43 91.78 -0.65 -0.7% 92.82
Low 91.56 89.84 -1.72 -1.9% 88.68
Close 92.43 89.95 -2.48 -2.7% 92.82
Range 0.87 1.94 1.07 123.0% 4.14
ATR 1.44 1.52 0.08 5.7% 0.00
Volume 271 1,774 1,503 554.6% 5,704
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 96.34 95.09 91.02
R3 94.40 93.15 90.48
R2 92.46 92.46 90.31
R1 91.21 91.21 90.13 90.87
PP 90.52 90.52 90.52 90.35
S1 89.27 89.27 89.77 88.93
S2 88.58 88.58 89.59
S3 86.64 87.33 89.42
S4 84.70 85.39 88.88
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 89.84 2.98 3.3% 1.37 1.5% 4% False True 1,243
10 92.82 85.75 7.07 7.9% 1.12 1.2% 59% False False 1,210
20 92.82 84.95 7.87 8.7% 1.05 1.2% 64% False False 1,424
40 92.82 75.05 17.77 19.8% 0.71 0.8% 84% False False 1,283
60 92.82 70.45 22.37 24.9% 0.54 0.6% 87% False False 1,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 100.03
2.618 96.86
1.618 94.92
1.000 93.72
0.618 92.98
HIGH 91.78
0.618 91.04
0.500 90.81
0.382 90.58
LOW 89.84
0.618 88.64
1.000 87.90
1.618 86.70
2.618 84.76
4.250 81.60
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 90.81 91.33
PP 90.52 90.87
S1 90.24 90.41

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

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