NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 86.64 88.50 1.86 2.1% 86.36
High 87.20 91.15 3.95 4.5% 90.40
Low 86.64 88.25 1.61 1.9% 84.34
Close 88.00 91.44 3.44 3.9% 86.48
Range 0.56 2.90 2.34 417.9% 6.06
ATR 1.58 1.69 0.11 7.1% 0.00
Volume 538 800 262 48.7% 7,463
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 98.98 98.11 93.04
R3 96.08 95.21 92.24
R2 93.18 93.18 91.97
R1 92.31 92.31 91.71 92.75
PP 90.28 90.28 90.28 90.50
S1 89.41 89.41 91.17 89.85
S2 87.38 87.38 90.91
S3 84.48 86.51 90.64
S4 81.58 83.61 89.85
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 91.15 84.34 6.81 7.4% 1.94 2.1% 104% True False 1,390
10 91.15 84.34 6.81 7.4% 1.62 1.8% 104% True False 1,674
20 91.85 84.34 7.51 8.2% 1.10 1.2% 95% False False 1,164
40 91.85 79.86 11.99 13.1% 0.76 0.8% 97% False False 1,534
60 91.85 74.47 17.38 19.0% 0.56 0.6% 98% False False 1,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.48
2.618 98.74
1.618 95.84
1.000 94.05
0.618 92.94
HIGH 91.15
0.618 90.04
0.500 89.70
0.382 89.36
LOW 88.25
0.618 86.46
1.000 85.35
1.618 83.56
2.618 80.66
4.250 75.93
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 90.86 90.55
PP 90.28 89.66
S1 89.70 88.77

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

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