NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 79.74 80.49 0.75 0.9% 75.25
High 79.74 80.49 0.75 0.9% 77.96
Low 79.74 80.49 0.75 0.9% 75.25
Close 79.74 80.49 0.75 0.9% 78.04
Range
ATR 0.68 0.68 0.01 0.8% 0.00
Volume 835 698 -137 -16.4% 3,648
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 80.49 80.49 80.49
R3 80.49 80.49 80.49
R2 80.49 80.49 80.49
R1 80.49 80.49 80.49 80.49
PP 80.49 80.49 80.49 80.49
S1 80.49 80.49 80.49 80.49
S2 80.49 80.49 80.49
S3 80.49 80.49 80.49
S4 80.49 80.49 80.49
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.21 84.34 79.53
R3 82.50 81.63 78.79
R2 79.79 79.79 78.54
R1 78.92 78.92 78.29 79.36
PP 77.08 77.08 77.08 77.30
S1 76.21 76.21 77.79 76.65
S2 74.37 74.37 77.54
S3 71.66 73.50 77.29
S4 68.95 70.79 76.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.49 76.45 4.04 5.0% 0.15 0.2% 100% True False 703
10 80.49 74.47 6.02 7.5% 0.22 0.3% 100% True False 646
20 80.49 74.47 6.02 7.5% 0.15 0.2% 100% True False 1,323
Crabel Price Patterns
NR False
NR4 False
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 0.02
Fibonacci Retracements and Extensions
4.250 80.49
2.618 80.49
1.618 80.49
1.000 80.49
0.618 80.49
HIGH 80.49
0.618 80.49
0.500 80.49
0.382 80.49
LOW 80.49
0.618 80.49
1.000 80.49
1.618 80.49
2.618 80.49
4.250 80.49
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 80.49 79.99
PP 80.49 79.49
S1 80.49 79.00

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

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