NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 86.42 86.64 0.22 0.3% 86.36
High 86.42 87.20 0.78 0.9% 90.40
Low 86.38 86.64 0.26 0.3% 84.34
Close 86.38 88.00 1.62 1.9% 86.48
Range 0.04 0.56 0.52 1,300.0% 6.06
ATR 1.64 1.58 -0.06 -3.6% 0.00
Volume 3,314 538 -2,776 -83.8% 7,463
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.96 89.04 88.31
R3 88.40 88.48 88.15
R2 87.84 87.84 88.10
R1 87.92 87.92 88.05 87.88
PP 87.28 87.28 87.28 87.26
S1 87.36 87.36 87.95 87.32
S2 86.72 86.72 87.90
S3 86.16 86.80 87.85
S4 85.60 86.24 87.69
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 6.9% 2.06 2.3% 60% False False 1,824
10 90.40 84.34 6.06 6.9% 1.43 1.6% 60% False False 1,668
20 91.85 84.34 7.51 8.5% 0.95 1.1% 49% False False 1,147
40 91.85 79.86 11.99 13.6% 0.68 0.8% 68% False False 1,532
60 91.85 74.47 17.38 19.8% 0.51 0.6% 78% False False 1,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.58
2.618 88.67
1.618 88.11
1.000 87.76
0.618 87.55
HIGH 87.20
0.618 86.99
0.500 86.92
0.382 86.85
LOW 86.64
0.618 86.29
1.000 86.08
1.618 85.73
2.618 85.17
4.250 84.26
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 87.64 87.59
PP 87.28 87.18
S1 86.92 86.78

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

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