NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 28-Sep-2007

Day Change Summary
	Previous	Current
	27-Sep-2007	28-Sep-2007	Change	Change %	Previous Week
Open	76.12	76.50	0.38	0.5%	77.10
High	76.14	76.50	0.36	0.5%	77.13
Low	76.05	76.00	-0.05	-0.1%	74.80
Close	76.50	75.85	-0.65	-0.8%	75.85
Range	0.09	0.50	0.41	455.6%	2.33
ATR	0.55	0.55	0.00	-0.7%	0.00
Volume	321	1,651	1,330	414.3%	3,671

Daily Pivots for day following 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	77.62	77.23	76.13
R3	77.12	76.73	75.99
R2	76.62	76.62	75.94
R1	76.23	76.23	75.90	76.18
PP	76.12	76.12	76.12	76.09
S1	75.73	75.73	75.80	75.68
S2	75.62	75.62	75.76
S3	75.12	75.23	75.71
S4	74.62	74.73	75.58

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	82.92	81.71	77.13
R3	80.59	79.38	76.49
R2	78.26	78.26	76.28
R1	77.05	77.05	76.06	76.49
PP	75.93	75.93	75.93	75.65
S1	74.72	74.72	75.64	74.16
S2	73.60	73.60	75.42
S3	71.27	72.39	75.21
S4	68.94	70.06	74.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.13	74.80	2.33	3.1%	0.14	0.2%	45%	False	False	734
10	77.13	74.17	2.96	3.9%	0.08	0.1%	57%	False	False	1,957
20	77.13	69.60	7.53	9.9%	0.12	0.2%	83%	False	False	1,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	78.63
2.618	77.81
1.618	77.31
1.000	77.00
0.618	76.81
HIGH	76.50
0.618	76.31
0.500	76.25
0.382	76.19
LOW	76.00
0.618	75.69
1.000	75.50
1.618	75.19
2.618	74.69
4.250	73.88

Fisher Pivots for day following 28-Sep-2007
Pivot	1 day	3 day
R1	76.25	75.78
PP	76.12	75.72
S1	75.98	75.65

Download as Excel Spreadsheet

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

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