NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 85.31 86.40 1.09 1.3% 81.74
High 85.65 87.29 1.64 1.9% 85.65
Low 85.01 86.33 1.32 1.6% 81.04
Close 85.77 87.99 2.22 2.6% 85.77
Range 0.64 0.96 0.32 50.0% 4.61
ATR 0.77 0.82 0.05 7.0% 0.00
Volume 1,637 2,501 864 52.8% 3,607
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.08 90.00 88.52
R3 89.12 89.04 88.25
R2 88.16 88.16 88.17
R1 88.08 88.08 88.08 88.12
PP 87.20 87.20 87.20 87.23
S1 87.12 87.12 87.90 87.16
S2 86.24 86.24 87.81
S3 85.28 86.16 87.73
S4 84.32 85.20 87.46
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 87.29 81.04 6.25 7.1% 0.76 0.9% 111% True False 1,089
10 87.29 80.73 6.56 7.5% 0.54 0.6% 111% True False 1,452
20 87.29 75.05 12.24 13.9% 0.37 0.4% 106% True False 1,142
40 87.29 70.45 16.84 19.1% 0.28 0.3% 104% True False 1,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.37
2.618 89.80
1.618 88.84
1.000 88.25
0.618 87.88
HIGH 87.29
0.618 86.92
0.500 86.81
0.382 86.70
LOW 86.33
0.618 85.74
1.000 85.37
1.618 84.78
2.618 83.82
4.250 82.25
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 87.60 87.07
PP 87.20 86.14
S1 86.81 85.22

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

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