NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 74.47 76.18 1.71 2.3% 74.70
High 74.53 76.60 2.07 2.8% 76.60
Low 74.47 76.18 1.71 2.3% 74.47
Close 76.40 76.95 0.55 0.7% 76.95
Range 0.06 0.42 0.36 600.0% 2.13
ATR 0.52 0.51 -0.01 -1.4% 0.00
Volume 433 313 -120 -27.7% 2,382
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 77.84 77.81 77.18
R3 77.42 77.39 77.07
R2 77.00 77.00 77.03
R1 76.97 76.97 76.99 76.99
PP 76.58 76.58 76.58 76.58
S1 76.55 76.55 76.91 76.57
S2 76.16 76.16 76.87
S3 75.74 76.13 76.83
S4 75.32 75.71 76.72
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.40 81.80 78.12
R3 80.27 79.67 77.54
R2 78.14 78.14 77.34
R1 77.54 77.54 77.15 77.84
PP 76.01 76.01 76.01 76.16
S1 75.41 75.41 76.75 75.71
S2 73.88 73.88 76.56
S3 71.75 73.28 76.36
S4 69.62 71.15 75.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.60 74.47 2.13 2.8% 0.15 0.2% 116% True False 476
10 77.13 74.47 2.66 3.5% 0.15 0.2% 93% False False 605
20 77.13 71.45 5.68 7.4% 0.08 0.1% 97% False False 1,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 78.39
2.618 77.70
1.618 77.28
1.000 77.02
0.618 76.86
HIGH 76.60
0.618 76.44
0.500 76.39
0.382 76.34
LOW 76.18
0.618 75.92
1.000 75.76
1.618 75.50
2.618 75.08
4.250 74.40
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 76.76 76.48
PP 76.58 76.01
S1 76.39 75.54

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

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