NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 31-Dec-2007
Day Change Summary
Previous Current
28-Dec-2007 31-Dec-2007 Change Change % Previous Week
Open 92.84 92.85 0.01 0.0% 89.98
High 93.55 92.85 -0.70 -0.7% 93.55
Low 92.61 92.07 -0.54 -0.6% 89.98
Close 92.24 92.40 0.16 0.2% 92.24
Range 0.94 0.78 -0.16 -17.0% 3.57
ATR 1.42 1.38 -0.05 -3.2% 0.00
Volume 1,825 2,458 633 34.7% 4,495
Daily Pivots for day following 31-Dec-2007
Classic Woodie Camarilla DeMark
R4 94.78 94.37 92.83
R3 94.00 93.59 92.61
R2 93.22 93.22 92.54
R1 92.81 92.81 92.47 92.63
PP 92.44 92.44 92.44 92.35
S1 92.03 92.03 92.33 91.85
S2 91.66 91.66 92.26
S3 90.88 91.25 92.19
S4 90.10 90.47 91.97
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 102.63 101.01 94.20
R3 99.06 97.44 93.22
R2 95.49 95.49 92.89
R1 93.87 93.87 92.57 94.68
PP 91.92 91.92 91.92 92.33
S1 90.30 90.30 91.91 91.11
S2 88.35 88.35 91.59
S3 84.78 86.73 91.26
S4 81.21 83.16 90.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.55 89.98 3.57 3.9% 0.83 0.9% 68% False False 1,390
10 93.55 88.19 5.36 5.8% 0.83 0.9% 79% False False 1,868
20 93.55 84.34 9.21 10.0% 1.32 1.4% 88% False False 2,000
40 93.55 84.34 9.21 10.0% 0.96 1.0% 88% False False 1,668
60 93.55 75.25 18.30 19.8% 0.72 0.8% 94% False False 1,579
80 93.55 71.25 22.30 24.1% 0.56 0.6% 95% False False 1,489
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.17
2.618 94.89
1.618 94.11
1.000 93.63
0.618 93.33
HIGH 92.85
0.618 92.55
0.500 92.46
0.382 92.37
LOW 92.07
0.618 91.59
1.000 91.29
1.618 90.81
2.618 90.03
4.250 88.76
Fisher Pivots for day following 31-Dec-2007
Pivot 1 day 3 day
R1 92.46 92.81
PP 92.44 92.67
S1 92.42 92.54

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

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