NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 86.36 86.68 0.32 0.4% 91.85
High 86.99 86.68 -0.31 -0.4% 91.85
Low 85.33 86.19 0.86 1.0% 85.60
Close 86.99 86.63 -0.36 -0.4% 85.79
Range 1.66 0.49 -1.17 -70.5% 6.25
ATR 1.33 1.29 -0.04 -2.8% 0.00
Volume 399 1,792 1,393 349.1% 6,760
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 87.97 87.79 86.90
R3 87.48 87.30 86.76
R2 86.99 86.99 86.72
R1 86.81 86.81 86.67 86.66
PP 86.50 86.50 86.50 86.42
S1 86.32 86.32 86.59 86.17
S2 86.01 86.01 86.54
S3 85.52 85.83 86.50
S4 85.03 85.34 86.36
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 87.54 85.33 2.21 2.6% 0.80 0.9% 59% False False 1,512
10 91.85 85.33 6.52 7.5% 0.56 0.6% 20% False False 1,055
20 91.85 85.24 6.61 7.6% 0.64 0.7% 21% False False 1,087
40 91.85 75.40 16.45 19.0% 0.46 0.5% 68% False False 1,385
60 91.85 72.81 19.04 22.0% 0.34 0.4% 73% False False 1,349
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 False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.76
2.618 87.96
1.618 87.47
1.000 87.17
0.618 86.98
HIGH 86.68
0.618 86.49
0.500 86.44
0.382 86.38
LOW 86.19
0.618 85.89
1.000 85.70
1.618 85.40
2.618 84.91
4.250 84.11
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 86.57 86.47
PP 86.50 86.32
S1 86.44 86.16

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

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