NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 11-Sep-2007

Day Change Summary
	Previous	Current
	10-Sep-2007	11-Sep-2007	Change	Change %	Previous Week
Open	72.33	72.25	-0.08	-0.1%	70.84
High	72.33	72.60	0.27	0.4%	71.75
Low	72.33	72.25	-0.08	-0.1%	70.45
Close	72.33	73.10	0.77	1.1%	71.88
Range	0.00	0.35	0.35		1.30
ATR
Volume	682	269	-413	-60.6%	4,922

Daily Pivots for day following 11-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	73.70	73.75	73.29
R3	73.35	73.40	73.20
R2	73.00	73.00	73.16
R1	73.05	73.05	73.13	73.03
PP	72.65	72.65	72.65	72.64
S1	72.70	72.70	73.07	72.68
S2	72.30	72.30	73.04
S3	71.95	72.35	73.00
S4	71.60	72.00	72.91

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.26	74.87	72.60
R3	73.96	73.57	72.24
R2	72.66	72.66	72.12
R1	72.27	72.27	72.00	72.47
PP	71.36	71.36	71.36	71.46
S1	70.97	70.97	71.76	71.17
S2	70.06	70.06	71.64
S3	68.76	69.67	71.52
S4	67.46	68.37	71.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.60	70.45	2.15	2.9%	0.07	0.1%	123%	True	False	1,162
10	72.60	69.23	3.37	4.6%	0.04	0.0%	115%	True	False	823

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	74.09
2.618	73.52
1.618	73.17
1.000	72.95
0.618	72.82
HIGH	72.60
0.618	72.47
0.500	72.43
0.382	72.38
LOW	72.25
0.618	72.03
1.000	71.90
1.618	71.68
2.618	71.33
4.250	70.76

Fisher Pivots for day following 11-Sep-2007
Pivot	1 day	3 day
R1	72.88	72.79
PP	72.65	72.48
S1	72.43	72.18

Download as Excel Spreadsheet

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

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