NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 84.59 86.65 2.06 2.4% 80.46
High 84.59 86.65 2.06 2.4% 84.59
Low 84.59 85.20 0.61 0.7% 79.86
Close 84.59 86.83 2.24 2.6% 84.59
Range 0.00 1.45 1.45 4.73
ATR 0.84 0.93 0.09 10.4% 0.00
Volume 3,698 1,531 -2,167 -58.6% 6,529
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.58 90.15 87.63
R3 89.13 88.70 87.23
R2 87.68 87.68 87.10
R1 87.25 87.25 86.96 87.47
PP 86.23 86.23 86.23 86.33
S1 85.80 85.80 86.70 86.02
S2 84.78 84.78 86.56
S3 83.33 84.35 86.43
S4 81.88 82.90 86.03
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.20 95.63 87.19
R3 92.47 90.90 85.89
R2 87.74 87.74 85.46
R1 86.17 86.17 85.02 86.96
PP 83.01 83.01 83.01 83.41
S1 81.44 81.44 84.16 82.23
S2 78.28 78.28 83.72
S3 73.55 76.71 83.29
S4 68.82 71.98 81.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.65 79.86 6.79 7.8% 0.29 0.3% 103% True False 1,568
10 86.65 79.86 6.79 7.8% 0.25 0.3% 103% True False 1,543
20 86.65 74.47 12.18 14.0% 0.24 0.3% 101% True False 1,106
40 86.65 70.23 16.42 18.9% 0.16 0.2% 101% True False 1,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 92.81
2.618 90.45
1.618 89.00
1.000 88.10
0.618 87.55
HIGH 86.65
0.618 86.10
0.500 85.93
0.382 85.75
LOW 85.20
0.618 84.30
1.000 83.75
1.618 82.85
2.618 81.40
4.250 79.04
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 86.53 86.24
PP 86.23 85.66
S1 85.93 85.07

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

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