NYMEX Light Sweet Crude Oil Future August 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 89.37 90.00 0.63 0.7% 88.54
High 89.37 90.00 0.63 0.7% 92.10
Low 89.37 86.85 -2.52 -2.8% 86.01
Close 89.37 86.85 -2.52 -2.8% 92.15
Range 0.00 3.15 3.15 6.09
ATR 1.50 1.62 0.12 7.8% 0.00
Volume 252 672 420 166.7% 3,100
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 97.35 95.25 88.58
R3 94.20 92.10 87.72
R2 91.05 91.05 87.43
R1 88.95 88.95 87.14 88.43
PP 87.90 87.90 87.90 87.64
S1 85.80 85.80 86.56 85.28
S2 84.75 84.75 86.27
S3 81.60 82.65 85.98
S4 78.45 79.50 85.12
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 108.36 106.34 95.50
R3 102.27 100.25 93.82
R2 96.18 96.18 93.27
R1 94.16 94.16 92.71 95.17
PP 90.09 90.09 90.09 90.59
S1 88.07 88.07 91.59 89.08
S2 84.00 84.00 91.03
S3 77.91 81.98 90.48
S4 71.82 75.89 88.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.10 86.85 5.25 6.0% 1.22 1.4% 0% False True 576
10 92.10 86.01 6.09 7.0% 1.28 1.5% 14% False False 576
20 92.10 85.77 6.33 7.3% 0.71 0.8% 17% False False 980
40 92.10 75.00 17.10 19.7% 0.41 0.5% 69% False False 829
60 92.10 70.36 21.74 25.0% 0.30 0.3% 76% False False 774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 103.39
2.618 98.25
1.618 95.10
1.000 93.15
0.618 91.95
HIGH 90.00
0.618 88.80
0.500 88.43
0.382 88.05
LOW 86.85
0.618 84.90
1.000 83.70
1.618 81.75
2.618 78.60
4.250 73.46
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 88.43 89.31
PP 87.90 88.49
S1 87.38 87.67

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

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