NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 91.80 90.84 -0.96 -1.0% 88.05
High 92.10 91.20 -0.90 -1.0% 92.24
Low 88.05 90.42 2.37 2.7% 86.09
Close 90.78 90.48 -0.30 -0.3% 90.48
Range 4.05 0.78 -3.27 -80.7% 6.15
ATR 2.62 2.49 -0.13 -5.0% 0.00
Volume 3,135 2,423 -712 -22.7% 11,434
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.04 92.54 90.91
R3 92.26 91.76 90.69
R2 91.48 91.48 90.62
R1 90.98 90.98 90.55 90.84
PP 90.70 90.70 90.70 90.63
S1 90.20 90.20 90.41 90.06
S2 89.92 89.92 90.34
S3 89.14 89.42 90.27
S4 88.36 88.64 90.05
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 108.05 105.42 93.86
R3 101.90 99.27 92.17
R2 95.75 95.75 91.61
R1 93.12 93.12 91.04 94.44
PP 89.60 89.60 89.60 90.26
S1 86.97 86.97 89.92 88.29
S2 83.45 83.45 89.35
S3 77.30 80.82 88.79
S4 71.15 74.67 87.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.24 86.09 6.15 6.8% 2.22 2.5% 71% False False 2,286
10 94.71 85.12 9.59 10.6% 3.24 3.6% 56% False False 2,849
20 94.71 85.12 9.59 10.6% 2.30 2.5% 56% False False 2,182
40 94.71 81.04 13.67 15.1% 1.56 1.7% 69% False False 1,765
60 94.71 75.05 19.66 21.7% 1.14 1.3% 78% False False 1,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 94.52
2.618 93.24
1.618 92.46
1.000 91.98
0.618 91.68
HIGH 91.20
0.618 90.90
0.500 90.81
0.382 90.72
LOW 90.42
0.618 89.94
1.000 89.64
1.618 89.16
2.618 88.38
4.250 87.11
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 90.81 90.37
PP 90.70 90.26
S1 90.59 90.15

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

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