NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 86.45 87.45 1.00 1.2% 87.81
High 86.45 87.82 1.37 1.6% 89.40
Low 86.30 87.35 1.05 1.2% 85.24
Close 86.19 87.62 1.43 1.7% 87.62
Range 0.15 0.47 0.32 213.3% 4.16
ATR 1.14 1.18 0.03 3.0% 0.00
Volume 335 756 421 125.7% 2,558
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 89.01 88.78 87.88
R3 88.54 88.31 87.75
R2 88.07 88.07 87.71
R1 87.84 87.84 87.66 87.96
PP 87.60 87.60 87.60 87.65
S1 87.37 87.37 87.58 87.49
S2 87.13 87.13 87.53
S3 86.66 86.90 87.49
S4 86.19 86.43 87.36
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.90 97.92 89.91
R3 95.74 93.76 88.76
R2 91.58 91.58 88.38
R1 89.60 89.60 88.00 88.51
PP 87.42 87.42 87.42 86.88
S1 85.44 85.44 87.24 84.35
S2 83.26 83.26 86.86
S3 79.10 81.28 86.48
S4 74.94 77.12 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.40 85.24 4.16 4.7% 0.74 0.8% 57% False False 511
10 90.12 85.24 4.88 5.6% 0.75 0.9% 49% False False 1,313
20 90.12 79.86 10.26 11.7% 0.47 0.5% 76% False False 1,647
40 90.12 74.47 15.65 17.9% 0.33 0.4% 84% False False 1,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 89.82
2.618 89.05
1.618 88.58
1.000 88.29
0.618 88.11
HIGH 87.82
0.618 87.64
0.500 87.59
0.382 87.53
LOW 87.35
0.618 87.06
1.000 86.88
1.618 86.59
2.618 86.12
4.250 85.35
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 87.61 87.30
PP 87.60 86.98
S1 87.59 86.66

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

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