NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 87.50 87.61 0.11 0.1% 85.71
High 87.50 87.70 0.20 0.2% 88.52
Low 85.59 85.90 0.31 0.4% 85.59
Close 86.68 86.55 -0.13 -0.1% 86.68
Range 1.91 1.80 -0.11 -5.8% 2.93
ATR 1.72 1.73 0.01 0.3% 0.00
Volume 1,571 1,909 338 21.5% 10,471
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 92.12 91.13 87.54
R3 90.32 89.33 87.05
R2 88.52 88.52 86.88
R1 87.53 87.53 86.72 87.13
PP 86.72 86.72 86.72 86.51
S1 85.73 85.73 86.39 85.33
S2 84.92 84.92 86.22
S3 83.12 83.93 86.06
S4 81.32 82.13 85.56
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 95.72 94.13 88.29
R3 92.79 91.20 87.49
R2 89.86 89.86 87.22
R1 88.27 88.27 86.95 89.07
PP 86.93 86.93 86.93 87.33
S1 85.34 85.34 86.41 86.14
S2 84.00 84.00 86.14
S3 81.07 82.41 85.87
S4 78.14 79.48 85.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.52 85.59 2.93 3.4% 1.43 1.6% 33% False False 2,400
10 90.00 85.59 4.41 5.1% 1.39 1.6% 22% False False 1,561
20 92.10 85.59 6.51 7.5% 1.18 1.4% 15% False False 1,041
40 92.10 78.35 13.75 15.9% 0.65 0.8% 60% False False 1,119
60 92.10 74.12 17.98 20.8% 0.47 0.5% 69% False False 944
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.35
2.618 92.41
1.618 90.61
1.000 89.50
0.618 88.81
HIGH 87.70
0.618 87.01
0.500 86.80
0.382 86.59
LOW 85.90
0.618 84.79
1.000 84.10
1.618 82.99
2.618 81.19
4.250 78.25
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 86.80 86.84
PP 86.72 86.74
S1 86.63 86.65

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

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