NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 89.30 90.90 1.60 1.8% 86.42
High 89.48 90.90 1.42 1.6% 91.15
Low 89.05 88.19 -0.86 -1.0% 86.38
Close 89.77 88.72 -1.05 -1.2% 89.84
Range 0.43 2.71 2.28 530.2% 4.77
ATR 1.60 1.68 0.08 4.9% 0.00
Volume 719 740 21 2.9% 13,856
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.40 95.77 90.21
R3 94.69 93.06 89.47
R2 91.98 91.98 89.22
R1 90.35 90.35 88.97 89.81
PP 89.27 89.27 89.27 89.00
S1 87.64 87.64 88.47 87.10
S2 86.56 86.56 88.22
S3 83.85 84.93 87.97
S4 81.14 82.22 87.23
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 103.43 101.41 92.46
R3 98.66 96.64 91.15
R2 93.89 93.89 90.71
R1 91.87 91.87 90.28 92.88
PP 89.12 89.12 89.12 89.63
S1 87.10 87.10 89.40 88.11
S2 84.35 84.35 88.97
S3 79.58 82.33 88.53
S4 74.81 77.56 87.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.15 88.19 2.96 3.3% 1.76 2.0% 18% False True 2,292
10 91.15 84.34 6.81 7.7% 1.91 2.1% 64% False False 2,058
20 91.85 84.34 7.51 8.5% 1.23 1.4% 58% False False 1,557
40 91.85 79.86 11.99 13.5% 0.88 1.0% 74% False False 1,628
60 91.85 74.47 17.38 19.6% 0.65 0.7% 82% False False 1,378
80 91.85 69.08 22.77 25.7% 0.51 0.6% 86% False False 1,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.42
2.618 97.99
1.618 95.28
1.000 93.61
0.618 92.57
HIGH 90.90
0.618 89.86
0.500 89.55
0.382 89.23
LOW 88.19
0.618 86.52
1.000 85.48
1.618 83.81
2.618 81.10
4.250 76.67
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 89.55 89.55
PP 89.27 89.27
S1 89.00 89.00

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

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