NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 87.50 88.08 0.58 0.7% 91.75
High 88.52 88.08 -0.44 -0.5% 91.77
Low 85.71 88.08 2.37 2.8% 86.30
Close 85.99 88.08 2.09 2.4% 86.09
Range 2.81 0.00 -2.81 -100.0% 5.47
ATR 1.63 1.66 0.03 2.0% 0.00
Volume 4,601 1,632 -2,969 -64.5% 3,349
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.08 88.08 88.08
R3 88.08 88.08 88.08
R2 88.08 88.08 88.08
R1 88.08 88.08 88.08 88.08
PP 88.08 88.08 88.08 88.08
S1 88.08 88.08 88.08 88.08
S2 88.08 88.08 88.08
S3 88.08 88.08 88.08
S4 88.08 88.08 88.08
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 88.52 85.64 2.88 3.3% 1.16 1.3% 85% False False 2,010
10 91.85 85.64 6.21 7.1% 1.15 1.3% 39% False False 1,276
20 92.10 85.64 6.46 7.3% 1.06 1.2% 38% False False 1,061
40 92.10 77.45 14.65 16.6% 0.56 0.6% 73% False False 1,044
60 92.10 73.86 18.24 20.7% 0.41 0.5% 78% False False 893
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 0.16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.08
2.618 88.08
1.618 88.08
1.000 88.08
0.618 88.08
HIGH 88.08
0.618 88.08
0.500 88.08
0.382 88.08
LOW 88.08
0.618 88.08
1.000 88.08
1.618 88.08
2.618 88.08
4.250 88.08
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 88.08 87.76
PP 88.08 87.44
S1 88.08 87.12

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

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