NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 89.55 89.35 -0.20 -0.2% 86.42
High 89.55 90.24 0.69 0.8% 91.15
Low 89.55 89.25 -0.30 -0.3% 86.38
Close 89.55 89.30 -0.25 -0.3% 89.84
Range 0.00 0.99 0.99 4.77
ATR 1.62 1.58 -0.05 -2.8% 0.00
Volume 947 791 -156 -16.5% 13,856
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 92.57 91.92 89.84
R3 91.58 90.93 89.57
R2 90.59 90.59 89.48
R1 89.94 89.94 89.39 89.77
PP 89.60 89.60 89.60 89.51
S1 88.95 88.95 89.21 88.78
S2 88.61 88.61 89.12
S3 87.62 87.96 89.03
S4 86.63 86.97 88.76
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 90.90 88.19 2.71 3.0% 0.86 1.0% 41% False False 1,906
10 91.15 86.35 4.80 5.4% 1.05 1.2% 61% False False 1,900
20 91.85 84.34 7.51 8.4% 1.24 1.4% 66% False False 1,579
40 91.85 83.49 8.36 9.4% 0.90 1.0% 69% False False 1,657
60 91.85 74.47 17.38 19.5% 0.67 0.7% 85% False False 1,388
80 91.85 69.45 22.40 25.1% 0.52 0.6% 89% False False 1,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.45
2.618 92.83
1.618 91.84
1.000 91.23
0.618 90.85
HIGH 90.24
0.618 89.86
0.500 89.75
0.382 89.63
LOW 89.25
0.618 88.64
1.000 88.26
1.618 87.65
2.618 86.66
4.250 85.04
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 89.75 89.55
PP 89.60 89.46
S1 89.45 89.38

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

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