NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 86.93 88.34 1.41 1.6% 86.30
High 94.71 88.34 -6.37 -6.7% 94.71
Low 85.12 85.67 0.55 0.6% 85.12
Close 88.34 86.92 -1.42 -1.6% 86.92
Range 9.59 2.67 -6.92 -72.2% 9.59
ATR 2.46 2.47 0.02 0.6% 0.00
Volume 1,735 2,795 1,060 61.1% 17,058
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.99 93.62 88.39
R3 92.32 90.95 87.65
R2 89.65 89.65 87.41
R1 88.28 88.28 87.16 87.63
PP 86.98 86.98 86.98 86.65
S1 85.61 85.61 86.68 84.96
S2 84.31 84.31 86.43
S3 81.64 82.94 86.19
S4 78.97 80.27 85.45
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.69 111.89 92.19
R3 108.10 102.30 89.56
R2 98.51 98.51 88.68
R1 92.71 92.71 87.80 95.61
PP 88.92 88.92 88.92 90.37
S1 83.12 83.12 86.04 86.02
S2 79.33 79.33 85.16
S3 69.74 73.53 84.28
S4 60.15 63.94 81.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.71 85.12 9.59 11.0% 4.25 4.9% 19% False False 3,411
10 94.71 85.12 9.59 11.0% 2.91 3.3% 19% False False 2,532
20 94.71 85.12 9.59 11.0% 1.90 2.2% 19% False False 1,964
40 94.71 78.25 16.46 18.9% 1.33 1.5% 53% False False 1,681
60 94.71 73.83 20.88 24.0% 0.96 1.1% 63% False False 1,447
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.69
2.618 95.33
1.618 92.66
1.000 91.01
0.618 89.99
HIGH 88.34
0.618 87.32
0.500 87.01
0.382 86.69
LOW 85.67
0.618 84.02
1.000 83.00
1.618 81.35
2.618 78.68
4.250 74.32
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 87.01 89.92
PP 86.98 88.92
S1 86.95 87.92

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

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