NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 86.90 85.26 -1.64 -1.9% 91.85
High 88.80 90.40 1.60 1.8% 91.85
Low 85.33 84.34 -0.99 -1.2% 85.60
Close 85.82 87.86 2.04 2.4% 85.79
Range 3.47 6.06 2.59 74.6% 6.25
ATR 1.45 1.78 0.33 22.7% 0.00
Volume 2,974 343 -2,631 -88.5% 6,760
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 105.71 102.85 91.19
R3 99.65 96.79 89.53
R2 93.59 93.59 88.97
R1 90.73 90.73 88.42 92.16
PP 87.53 87.53 87.53 88.25
S1 84.67 84.67 87.30 86.10
S2 81.47 81.47 86.75
S3 75.41 78.61 86.19
S4 69.35 72.55 84.53
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 90.40 84.34 6.06 6.9% 2.50 2.8% 58% True True 1,175
10 91.85 84.34 7.51 8.5% 1.42 1.6% 47% False True 1,258
20 91.85 84.34 7.51 8.5% 1.04 1.2% 47% False True 1,150
40 91.85 77.21 14.64 16.7% 0.68 0.8% 73% False False 1,433
60 91.85 73.60 18.25 20.8% 0.50 0.6% 78% False False 1,388
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 0.31
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 116.16
2.618 106.27
1.618 100.21
1.000 96.46
0.618 94.15
HIGH 90.40
0.618 88.09
0.500 87.37
0.382 86.65
LOW 84.34
0.618 80.59
1.000 78.28
1.618 74.53
2.618 68.47
4.250 58.59
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 87.70 87.70
PP 87.53 87.53
S1 87.37 87.37

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

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