NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 86.44 86.36 -0.08 -0.1% 91.85
High 86.44 86.99 0.55 0.6% 91.85
Low 85.60 85.33 -0.27 -0.3% 85.60
Close 85.79 86.99 1.20 1.4% 85.79
Range 0.84 1.66 0.82 97.6% 6.25
ATR 1.31 1.33 0.03 1.9% 0.00
Volume 370 399 29 7.8% 6,760
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.42 90.86 87.90
R3 89.76 89.20 87.45
R2 88.10 88.10 87.29
R1 87.54 87.54 87.14 87.82
PP 86.44 86.44 86.44 86.58
S1 85.88 85.88 86.84 86.16
S2 84.78 84.78 86.69
S3 83.12 84.22 86.53
S4 81.46 82.56 86.08
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 106.50 102.39 89.23
R3 100.25 96.14 87.51
R2 94.00 94.00 86.94
R1 89.89 89.89 86.36 88.82
PP 87.75 87.75 87.75 87.21
S1 83.64 83.64 85.22 82.57
S2 81.50 81.50 84.64
S3 75.25 77.39 84.07
S4 69.00 71.14 82.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.82 85.33 3.49 4.0% 0.70 0.8% 48% False True 1,407
10 91.85 85.33 6.52 7.5% 0.62 0.7% 25% False True 1,004
20 91.85 85.24 6.61 7.6% 0.68 0.8% 26% False False 1,159
40 91.85 75.25 16.60 19.1% 0.45 0.5% 71% False False 1,371
60 91.85 71.45 20.40 23.5% 0.33 0.4% 76% False False 1,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 94.05
2.618 91.34
1.618 89.68
1.000 88.65
0.618 88.02
HIGH 86.99
0.618 86.36
0.500 86.16
0.382 85.96
LOW 85.33
0.618 84.30
1.000 83.67
1.618 82.64
2.618 80.98
4.250 78.28
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 86.71 86.73
PP 86.44 86.47
S1 86.16 86.22

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

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