NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 91.78 89.95 -1.83 -2.0% 88.68
High 91.78 89.95 -1.83 -2.0% 92.82
Low 89.84 87.31 -2.53 -2.8% 88.68
Close 89.95 87.31 -2.64 -2.9% 92.82
Range 1.94 2.64 0.70 36.1% 4.14
ATR 1.52 1.60 0.08 5.3% 0.00
Volume 1,774 1,683 -91 -5.1% 5,704
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 96.11 94.35 88.76
R3 93.47 91.71 88.04
R2 90.83 90.83 87.79
R1 89.07 89.07 87.55 88.63
PP 88.19 88.19 88.19 87.97
S1 86.43 86.43 87.07 85.99
S2 85.55 85.55 86.83
S3 82.91 83.79 86.58
S4 80.27 81.15 85.86
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 87.31 5.51 6.3% 1.52 1.7% 0% False True 1,446
10 92.82 86.33 6.49 7.4% 1.32 1.5% 15% False False 1,290
20 92.82 85.39 7.43 8.5% 1.08 1.2% 26% False False 1,388
40 92.82 75.05 17.77 20.4% 0.78 0.9% 69% False False 1,317
60 92.82 70.45 22.37 25.6% 0.58 0.7% 75% False False 1,222
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 0.04
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 101.17
2.618 96.86
1.618 94.22
1.000 92.59
0.618 91.58
HIGH 89.95
0.618 88.94
0.500 88.63
0.382 88.32
LOW 87.31
0.618 85.68
1.000 84.67
1.618 83.04
2.618 80.40
4.250 76.09
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 88.63 89.87
PP 88.19 89.02
S1 87.75 88.16

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

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