NYMEX Light Sweet Crude Oil Future August 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	78.35	80.83	2.48	3.2%	75.35
High	78.35	80.92	2.57	3.3%	78.35
Low	78.35	80.83	2.48	3.2%	75.35
Close	80.12	80.92	0.80	1.0%	78.35
Range	0.00	0.09	0.09		3.00
ATR	0.56	0.58	0.02	3.0%	0.00
Volume	67	398	331	494.0%	1,422

Daily Pivots for day following 16-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.16	81.13	80.97
R3	81.07	81.04	80.94
R2	80.98	80.98	80.94
R1	80.95	80.95	80.93	80.97
PP	80.89	80.89	80.89	80.90
S1	80.86	80.86	80.91	80.88
S2	80.80	80.80	80.90
S3	80.71	80.77	80.90
S4	80.62	80.68	80.87

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	86.35	85.35	80.00
R3	83.35	82.35	79.18
R2	80.35	80.35	78.90
R1	79.35	79.35	78.63	79.85
PP	77.35	77.35	77.35	77.60
S1	76.35	76.35	78.08	76.85
S2	74.35	74.35	77.80
S3	71.35	73.35	77.53
S4	68.35	70.35	76.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.92	76.65	4.27	5.3%	0.11	0.1%	100%	True	False	291
10	80.92	75.00	5.92	7.3%	0.10	0.1%	100%	True	False	355
20	80.92	74.41	6.51	8.0%	0.13	0.2%	100%	True	False	460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.01
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.30
2.618	81.16
1.618	81.07
1.000	81.01
0.618	80.98
HIGH	80.92
0.618	80.89
0.500	80.88
0.382	80.86
LOW	80.83
0.618	80.77
1.000	80.74
1.618	80.68
2.618	80.59
4.250	80.45

Fisher Pivots for day following 16-Oct-2007
Pivot	1 day	3 day
R1	80.91	80.49
PP	80.89	80.06
S1	80.88	79.64

Download as Excel Spreadsheet

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

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