NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 90.84 90.37 -0.47 -0.5% 88.05
High 91.20 90.49 -0.71 -0.8% 92.24
Low 90.42 89.37 -1.05 -1.2% 86.09
Close 90.48 90.29 -0.19 -0.2% 90.48
Range 0.78 1.12 0.34 43.6% 6.15
ATR 2.49 2.39 -0.10 -3.9% 0.00
Volume 2,423 4,144 1,721 71.0% 11,434
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 93.41 92.97 90.91
R3 92.29 91.85 90.60
R2 91.17 91.17 90.50
R1 90.73 90.73 90.39 90.39
PP 90.05 90.05 90.05 89.88
S1 89.61 89.61 90.19 89.27
S2 88.93 88.93 90.08
S3 87.81 88.49 89.98
S4 86.69 87.37 89.67
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 87.62 4.62 5.1% 2.02 2.2% 58% False False 2,724
10 94.71 85.12 9.59 10.6% 3.16 3.5% 54% False False 3,040
20 94.71 85.12 9.59 10.6% 2.32 2.6% 54% False False 2,330
40 94.71 81.04 13.67 15.1% 1.59 1.8% 68% False False 1,836
60 94.71 75.05 19.66 21.8% 1.16 1.3% 78% False False 1,611
80 94.71 69.18 25.53 28.3% 0.89 1.0% 83% False False 1,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.25
2.618 93.42
1.618 92.30
1.000 91.61
0.618 91.18
HIGH 90.49
0.618 90.06
0.500 89.93
0.382 89.80
LOW 89.37
0.618 88.68
1.000 88.25
1.618 87.56
2.618 86.44
4.250 84.61
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 90.17 90.22
PP 90.05 90.15
S1 89.93 90.08

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

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