NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 87.61 87.10 -0.51 -0.6% 85.71
High 87.70 87.30 -0.40 -0.5% 88.52
Low 85.90 87.10 1.20 1.4% 85.59
Close 86.55 88.26 1.71 2.0% 86.68
Range 1.80 0.20 -1.60 -88.9% 2.93
ATR 1.73 1.66 -0.07 -4.0% 0.00
Volume 1,909 952 -957 -50.1% 10,471
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.15 88.41 88.37
R3 87.95 88.21 88.32
R2 87.75 87.75 88.30
R1 88.01 88.01 88.28 87.88
PP 87.55 87.55 87.55 87.49
S1 87.81 87.81 88.24 87.68
S2 87.35 87.35 88.22
S3 87.15 87.61 88.21
S4 86.95 87.41 88.15
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 3.3% 1.34 1.5% 91% False False 2,133
10 90.00 85.59 4.41 5.0% 1.41 1.6% 61% False False 1,631
20 92.10 85.59 6.51 7.4% 1.18 1.3% 41% False False 1,079
40 92.10 80.08 12.02 13.6% 0.66 0.7% 68% False False 1,141
60 92.10 74.41 17.69 20.0% 0.48 0.5% 78% False False 955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.15
2.618 87.82
1.618 87.62
1.000 87.50
0.618 87.42
HIGH 87.30
0.618 87.22
0.500 87.20
0.382 87.18
LOW 87.10
0.618 86.98
1.000 86.90
1.618 86.78
2.618 86.58
4.250 86.25
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 87.91 87.72
PP 87.55 87.18
S1 87.20 86.65

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

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