NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 05-Dec-2007
Day Change Summary
Previous Current
04-Dec-2007 05-Dec-2007 Change Change % Previous Week
Open 86.68 86.90 0.22 0.3% 91.85
High 86.68 88.80 2.12 2.4% 91.85
Low 86.19 85.33 -0.86 -1.0% 85.60
Close 86.63 85.82 -0.81 -0.9% 85.79
Range 0.49 3.47 2.98 608.2% 6.25
ATR 1.29 1.45 0.16 12.0% 0.00
Volume 1,792 2,974 1,182 66.0% 6,760
Daily Pivots for day following 05-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.06 94.91 87.73
R3 93.59 91.44 86.77
R2 90.12 90.12 86.46
R1 87.97 87.97 86.14 87.31
PP 86.65 86.65 86.65 86.32
S1 84.50 84.50 85.50 83.84
S2 83.18 83.18 85.18
S3 79.71 81.03 84.87
S4 76.24 77.56 83.91
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 88.80 85.33 3.47 4.0% 1.29 1.5% 14% True True 1,958
10 91.85 85.33 6.52 7.6% 0.90 1.1% 8% False True 1,254
20 91.85 85.24 6.61 7.7% 0.77 0.9% 9% False False 1,214
40 91.85 76.45 15.40 17.9% 0.53 0.6% 61% False False 1,448
60 91.85 73.60 18.25 21.3% 0.39 0.5% 67% False False 1,395
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 0.22
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 103.55
2.618 97.88
1.618 94.41
1.000 92.27
0.618 90.94
HIGH 88.80
0.618 87.47
0.500 87.07
0.382 86.66
LOW 85.33
0.618 83.19
1.000 81.86
1.618 79.72
2.618 76.25
4.250 70.58
Fisher Pivots for day following 05-Dec-2007
Pivot 1 day 3 day
R1 87.07 87.07
PP 86.65 86.65
S1 86.24 86.24

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

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