NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 91.85 88.82 -3.03 -3.3% 87.97
High 91.85 88.82 -3.03 -3.3% 91.35
Low 91.16 88.82 -2.34 -2.6% 87.50
Close 91.16 88.82 -2.34 -2.6% 91.53
Range 0.69 0.00 -0.69 -100.0% 3.85
ATR 1.18 1.26 0.08 7.0% 0.00
Volume 123 1,264 1,141 927.6% 2,890
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 88.82 88.82 88.82
R3 88.82 88.82 88.82
R2 88.82 88.82 88.82
R1 88.82 88.82 88.82 88.82
PP 88.82 88.82 88.82 88.82
S1 88.82 88.82 88.82 88.82
S2 88.82 88.82 88.82
S3 88.82 88.82 88.82
S4 88.82 88.82 88.82
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.68 100.45 93.65
R3 97.83 96.60 92.59
R2 93.98 93.98 92.24
R1 92.75 92.75 91.88 93.37
PP 90.13 90.13 90.13 90.43
S1 88.90 88.90 91.18 89.52
S2 86.28 86.28 90.82
S3 82.43 85.05 90.47
S4 78.58 81.20 89.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.85 88.82 3.03 3.4% 0.31 0.3% 0% False True 598
10 91.85 85.24 6.61 7.4% 0.48 0.5% 54% False False 626
20 91.85 85.10 6.75 7.6% 0.53 0.6% 55% False False 1,457
40 91.85 74.47 17.38 19.6% 0.38 0.4% 83% False False 1,282
60 91.85 70.23 21.62 24.3% 0.29 0.3% 86% False False 1,277
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 False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.82
2.618 88.82
1.618 88.82
1.000 88.82
0.618 88.82
HIGH 88.82
0.618 88.82
0.500 88.82
0.382 88.82
LOW 88.82
0.618 88.82
1.000 88.82
1.618 88.82
2.618 88.82
4.250 88.82
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 88.82 90.34
PP 88.82 89.83
S1 88.82 89.33

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

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