NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 89.46 87.81 -1.65 -1.8% 86.42
High 89.46 89.40 -0.06 -0.1% 90.12
Low 89.46 87.81 -1.65 -1.8% 86.40
Close 89.46 87.81 -1.65 -1.8% 89.46
Range 0.00 1.59 1.59 3.72
ATR 0.98 1.02 0.05 4.9% 0.00
Volume 2,833 573 -2,260 -79.8% 10,580
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 93.11 92.05 88.68
R3 91.52 90.46 88.25
R2 89.93 89.93 88.10
R1 88.87 88.87 87.96 88.61
PP 88.34 88.34 88.34 88.21
S1 87.28 87.28 87.66 87.02
S2 86.75 86.75 87.52
S3 85.16 85.69 87.37
S4 83.57 84.10 86.94
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.82 98.36 91.51
R3 96.10 94.64 90.48
R2 92.38 92.38 90.14
R1 90.92 90.92 89.80 91.65
PP 88.66 88.66 88.66 89.03
S1 87.20 87.20 89.12 87.93
S2 84.94 84.94 88.78
S3 81.22 83.48 88.44
S4 77.50 79.76 87.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.12 87.81 2.31 2.6% 0.80 0.9% 0% False True 1,583
10 90.12 85.10 5.02 5.7% 0.58 0.7% 54% False False 2,289
20 90.12 79.86 10.26 11.7% 0.41 0.5% 77% False False 1,916
40 90.12 74.47 15.65 17.8% 0.28 0.3% 85% False False 1,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 96.16
2.618 93.56
1.618 91.97
1.000 90.99
0.618 90.38
HIGH 89.40
0.618 88.79
0.500 88.61
0.382 88.42
LOW 87.81
0.618 86.83
1.000 86.22
1.618 85.24
2.618 83.65
4.250 81.05
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 88.61 88.97
PP 88.34 88.58
S1 88.08 88.20

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

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