NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 90.15 90.19 0.04 0.0% 90.37
High 90.89 91.46 0.57 0.6% 91.60
Low 89.79 90.12 0.33 0.4% 88.77
Close 89.82 91.15 1.33 1.5% 91.15
Range 1.10 1.34 0.24 21.8% 2.83
ATR 2.27 2.22 -0.04 -2.0% 0.00
Volume 2,111 4,524 2,413 114.3% 14,405
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.93 94.38 91.89
R3 93.59 93.04 91.52
R2 92.25 92.25 91.40
R1 91.70 91.70 91.27 91.98
PP 90.91 90.91 90.91 91.05
S1 90.36 90.36 91.03 90.64
S2 89.57 89.57 90.90
S3 88.23 89.02 90.78
S4 86.89 87.68 90.41
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 99.00 97.90 92.71
R3 96.17 95.07 91.93
R2 93.34 93.34 91.67
R1 92.24 92.24 91.41 92.79
PP 90.51 90.51 90.51 90.78
S1 89.41 89.41 90.89 89.96
S2 87.68 87.68 90.63
S3 84.85 86.58 90.37
S4 82.02 83.75 89.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.60 88.77 2.83 3.1% 1.54 1.7% 84% False False 2,881
10 92.24 86.09 6.15 6.7% 1.88 2.1% 82% False False 2,583
20 94.71 85.12 9.59 10.5% 2.40 2.6% 63% False False 2,558
40 94.71 84.95 9.76 10.7% 1.69 1.9% 64% False False 2,043
60 94.71 75.05 19.66 21.6% 1.25 1.4% 82% False False 1,728
80 94.71 69.68 25.03 27.5% 0.97 1.1% 86% False False 1,537
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 True
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.16
2.618 94.97
1.618 93.63
1.000 92.80
0.618 92.29
HIGH 91.46
0.618 90.95
0.500 90.79
0.382 90.63
LOW 90.12
0.618 89.29
1.000 88.78
1.618 87.95
2.618 86.61
4.250 84.43
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 91.03 90.91
PP 90.91 90.67
S1 90.79 90.43

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

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