NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 90.43 89.98 -0.45 -0.5% 89.30
High 90.43 90.60 0.17 0.2% 90.90
Low 90.42 89.98 -0.44 -0.5% 88.19
Close 90.42 90.83 0.41 0.5% 90.42
Range 0.01 0.62 0.61 6,100.0% 2.71
ATR 1.54 1.48 -0.07 -4.3% 0.00
Volume 8,534 1,498 -7,036 -82.4% 11,731
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 92.33 92.20 91.17
R3 91.71 91.58 91.00
R2 91.09 91.09 90.94
R1 90.96 90.96 90.89 91.03
PP 90.47 90.47 90.47 90.50
S1 90.34 90.34 90.77 90.41
S2 89.85 89.85 90.72
S3 89.23 89.72 90.66
S4 88.61 89.10 90.49
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.97 96.90 91.91
R3 95.26 94.19 91.17
R2 92.55 92.55 90.92
R1 91.48 91.48 90.67 92.02
PP 89.84 89.84 89.84 90.10
S1 88.77 88.77 90.17 89.31
S2 87.13 87.13 89.92
S3 84.42 86.06 89.67
S4 81.71 83.35 88.93
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% 0.87 1.0% 97% False False 2,502
10 91.15 86.64 4.51 5.0% 1.10 1.2% 93% False False 2,377
20 91.15 84.34 6.81 7.5% 1.24 1.4% 95% False False 2,059
40 91.85 84.34 7.51 8.3% 0.92 1.0% 86% False False 1,765
60 91.85 74.47 17.38 19.1% 0.67 0.7% 94% False False 1,523
80 91.85 69.60 22.25 24.5% 0.53 0.6% 95% False False 1,460
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.24
2.618 92.22
1.618 91.60
1.000 91.22
0.618 90.98
HIGH 90.60
0.618 90.36
0.500 90.29
0.382 90.22
LOW 89.98
0.618 89.60
1.000 89.36
1.618 88.98
2.618 88.36
4.250 87.35
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 90.65 90.53
PP 90.47 90.23
S1 90.29 89.93

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

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