NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 86.35 86.42 0.07 0.1% 86.36
High 86.50 86.42 -0.08 -0.1% 90.40
Low 86.35 86.38 0.03 0.0% 84.34
Close 86.48 86.38 -0.10 -0.1% 86.48
Range 0.15 0.04 -0.11 -73.3% 6.06
ATR 1.76 1.64 -0.12 -6.7% 0.00
Volume 1,955 3,314 1,359 69.5% 7,463
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 86.51 86.49 86.40
R3 86.47 86.45 86.39
R2 86.43 86.43 86.39
R1 86.41 86.41 86.38 86.40
PP 86.39 86.39 86.39 86.39
S1 86.37 86.37 86.38 86.36
S2 86.35 86.35 86.37
S3 86.31 86.33 86.37
S4 86.27 86.29 86.36
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 105.25 101.93 89.81
R3 99.19 95.87 88.15
R2 93.13 93.13 87.59
R1 89.81 89.81 87.04 91.47
PP 87.07 87.07 87.07 87.91
S1 83.75 83.75 85.92 85.41
S2 81.01 81.01 85.37
S3 74.95 77.69 84.81
S4 68.89 71.63 83.15
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 7.0% 2.04 2.4% 34% False False 2,075
10 90.40 84.34 6.06 7.0% 1.37 1.6% 34% False False 1,741
20 91.85 84.34 7.51 8.7% 1.00 1.2% 27% False False 1,149
40 91.85 79.74 12.11 14.0% 0.67 0.8% 55% False False 1,539
60 91.85 74.17 17.68 20.5% 0.50 0.6% 69% False False 1,453
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.59
2.618 86.52
1.618 86.48
1.000 86.46
0.618 86.44
HIGH 86.42
0.618 86.40
0.500 86.40
0.382 86.40
LOW 86.38
0.618 86.36
1.000 86.34
1.618 86.32
2.618 86.28
4.250 86.21
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 86.40 87.37
PP 86.39 87.04
S1 86.39 86.71

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

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