NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 89.98 92.00 2.02 2.2% 89.30
High 90.60 92.30 1.70 1.9% 90.90
Low 89.98 91.30 1.32 1.5% 88.19
Close 90.83 91.75 0.92 1.0% 90.42
Range 0.62 1.00 0.38 61.3% 2.71
ATR 1.48 1.48 0.00 0.0% 0.00
Volume 1,498 115 -1,383 -92.3% 11,731
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.78 94.27 92.30
R3 93.78 93.27 92.03
R2 92.78 92.78 91.93
R1 92.27 92.27 91.84 92.03
PP 91.78 91.78 91.78 91.66
S1 91.27 91.27 91.66 91.03
S2 90.78 90.78 91.57
S3 89.78 90.27 91.48
S4 88.78 89.27 91.20
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 92.30 89.25 3.05 3.3% 0.52 0.6% 82% True False 2,377
10 92.30 88.19 4.11 4.5% 1.14 1.2% 87% True False 2,334
20 92.30 84.34 7.96 8.7% 1.29 1.4% 93% True False 2,001
40 92.30 84.34 7.96 8.7% 0.91 1.0% 93% True False 1,729
60 92.30 74.47 17.83 19.4% 0.68 0.7% 97% True False 1,522
80 92.30 70.23 22.07 24.1% 0.54 0.6% 98% True False 1,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.55
2.618 94.92
1.618 93.92
1.000 93.30
0.618 92.92
HIGH 92.30
0.618 91.92
0.500 91.80
0.382 91.68
LOW 91.30
0.618 90.68
1.000 90.30
1.618 89.68
2.618 88.68
4.250 87.05
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 91.80 91.55
PP 91.78 91.34
S1 91.77 91.14

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

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