NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 83.14 85.31 2.17 2.6% 81.74
High 84.20 85.65 1.45 1.7% 85.65
Low 83.14 85.01 1.87 2.2% 81.04
Close 84.57 85.77 1.20 1.4% 85.77
Range 1.06 0.64 -0.42 -39.6% 4.61
ATR 0.74 0.77 0.02 3.2% 0.00
Volume 391 1,637 1,246 318.7% 3,607
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 87.40 87.22 86.12
R3 86.76 86.58 85.95
R2 86.12 86.12 85.89
R1 85.94 85.94 85.83 86.03
PP 85.48 85.48 85.48 85.52
S1 85.30 85.30 85.71 85.39
S2 84.84 84.84 85.65
S3 84.20 84.66 85.59
S4 83.56 84.02 85.42
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.98 96.49 88.31
R3 93.37 91.88 87.04
R2 88.76 88.76 86.62
R1 87.27 87.27 86.19 88.02
PP 84.15 84.15 84.15 84.53
S1 82.66 82.66 85.35 83.41
S2 79.54 79.54 84.92
S3 74.93 78.05 84.50
S4 70.32 73.44 83.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.65 81.04 4.61 5.4% 0.57 0.7% 103% True False 721
10 85.65 80.55 5.10 5.9% 0.45 0.5% 102% True False 1,245
20 85.65 75.05 10.60 12.4% 0.35 0.4% 101% True False 1,174
40 85.65 70.29 15.36 17.9% 0.26 0.3% 101% True False 1,025
Crabel Price Patterns
NR True
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 0.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.37
2.618 87.33
1.618 86.69
1.000 86.29
0.618 86.05
HIGH 85.65
0.618 85.41
0.500 85.33
0.382 85.25
LOW 85.01
0.618 84.61
1.000 84.37
1.618 83.97
2.618 83.33
4.250 82.29
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 85.62 84.98
PP 85.48 84.19
S1 85.33 83.40

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

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