NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 02-Nov-2007

Day Change Summary
	Previous	Current
	01-Nov-2007	02-Nov-2007	Change	Change %	Previous Week
Open	87.50	88.61	1.11	1.3%	86.40
High	87.80	88.79	0.99	1.1%	88.79
Low	87.33	88.28	0.95	1.1%	84.95
Close	87.33	89.34	2.01	2.3%	89.34
Range	0.47	0.51	0.04	8.5%	3.84
ATR	1.06	1.09	0.03	2.7%	0.00
Volume	1,291	898	-393	-30.4%	9,063

Daily Pivots for day following 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	90.33	90.35	89.62
R3	89.82	89.84	89.48
R2	89.31	89.31	89.43
R1	89.33	89.33	89.39	89.32
PP	88.80	88.80	88.80	88.80
S1	88.82	88.82	89.29	88.81
S2	88.29	88.29	89.25
S3	87.78	88.31	89.20
S4	87.27	87.80	89.06

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	99.21	98.12	91.45
R3	95.37	94.28	90.40
R2	91.53	91.53	90.04
R1	90.44	90.44	89.69	90.99
PP	87.69	87.69	87.69	87.97
S1	86.60	86.60	88.99	87.15
S2	83.85	83.85	88.64
S3	80.01	82.76	88.28
S4	76.17	78.92	87.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.79	84.95	3.84	4.3%	1.29	1.4%	114%	True	False	1,812
10	88.79	81.04	7.75	8.7%	0.93	1.0%	107%	True	False	1,267
20	88.79	75.69	13.10	14.7%	0.64	0.7%	104%	True	False	1,413
40	88.79	72.25	16.54	18.5%	0.42	0.5%	103%	True	False	1,121

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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.96
2.618	90.13
1.618	89.62
1.000	89.30
0.618	89.11
HIGH	88.79
0.618	88.60
0.500	88.54
0.382	88.47
LOW	88.28
0.618	87.96
1.000	87.77
1.618	87.45
2.618	86.94
4.250	86.11

Fisher Pivots for day following 02-Nov-2007
Pivot	1 day	3 day
R1	89.07	88.59
PP	88.80	87.84
S1	88.54	87.09

Download as Excel Spreadsheet

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

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