NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 80.83 81.29 0.46 0.6% 78.35
High 81.64 81.29 -0.35 -0.4% 81.64
Low 80.83 81.18 0.35 0.4% 78.35
Close 81.71 81.24 -0.47 -0.6% 81.24
Range 0.81 0.11 -0.70 -86.4% 3.29
ATR 0.62 0.61 -0.01 -1.0% 0.00
Volume 4,591 582 -4,009 -87.3% 6,107
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 81.57 81.51 81.30
R3 81.46 81.40 81.27
R2 81.35 81.35 81.26
R1 81.29 81.29 81.25 81.27
PP 81.24 81.24 81.24 81.22
S1 81.18 81.18 81.23 81.16
S2 81.13 81.13 81.22
S3 81.02 81.07 81.21
S4 80.91 80.96 81.18
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.28 89.05 83.05
R3 86.99 85.76 82.14
R2 83.70 83.70 81.84
R1 82.47 82.47 81.54 83.09
PP 80.41 80.41 80.41 80.72
S1 79.18 79.18 80.94 79.80
S2 77.12 77.12 80.64
S3 73.83 75.89 80.34
S4 70.54 72.60 79.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.64 78.35 3.29 4.0% 0.20 0.2% 88% False False 1,221
10 81.64 75.35 6.29 7.7% 0.15 0.2% 94% False False 752
20 81.64 74.41 7.23 8.9% 0.17 0.2% 94% False False 658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.76
2.618 81.58
1.618 81.47
1.000 81.40
0.618 81.36
HIGH 81.29
0.618 81.25
0.500 81.24
0.382 81.22
LOW 81.18
0.618 81.11
1.000 81.07
1.618 81.00
2.618 80.89
4.250 80.71
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 81.24 81.19
PP 81.24 81.14
S1 81.24 81.10

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

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