NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 86.30 85.71 -0.59 -0.7% 91.75
High 87.08 87.23 0.15 0.2% 91.77
Low 86.30 85.64 -0.66 -0.8% 86.30
Close 86.09 87.23 1.14 1.3% 86.09
Range 0.78 1.59 0.81 103.8% 5.47
ATR 1.58 1.58 0.00 0.1% 0.00
Volume 1,153 376 -777 -67.4% 3,349
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.47 90.94 88.10
R3 89.88 89.35 87.67
R2 88.29 88.29 87.52
R1 87.76 87.76 87.38 88.03
PP 86.70 86.70 86.70 86.83
S1 86.17 86.17 87.08 86.44
S2 85.11 85.11 86.94
S3 83.52 84.58 86.79
S4 81.93 82.99 86.36
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 104.46 100.75 89.10
R3 98.99 95.28 87.59
R2 93.52 93.52 87.09
R1 89.81 89.81 86.59 88.93
PP 88.05 88.05 88.05 87.62
S1 84.34 84.34 85.59 83.46
S2 82.58 82.58 85.09
S3 77.11 78.87 84.59
S4 71.64 73.40 83.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 85.64 4.36 5.0% 1.35 1.5% 36% False True 721
10 92.10 85.64 6.46 7.4% 1.49 1.7% 25% False True 682
20 92.10 85.64 6.46 7.4% 0.89 1.0% 25% False True 700
40 92.10 75.35 16.75 19.2% 0.48 0.6% 71% False False 854
60 92.10 72.10 20.00 22.9% 0.36 0.4% 76% False False 765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.99
2.618 91.39
1.618 89.80
1.000 88.82
0.618 88.21
HIGH 87.23
0.618 86.62
0.500 86.44
0.382 86.25
LOW 85.64
0.618 84.66
1.000 84.05
1.618 83.07
2.618 81.48
4.250 78.88
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 86.97 87.14
PP 86.70 87.06
S1 86.44 86.97

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

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