NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 01-Nov-2007

Day Change Summary
	Previous	Current
	31-Oct-2007	01-Nov-2007	Change	Change %	Previous Week
Open	85.10	86.57	1.47	1.7%	80.46
High	85.25	86.75	1.50	1.8%	84.59
Low	85.10	86.46	1.36	1.6%	79.86
Close	86.93	86.02	-0.91	-1.0%	84.59
Range	0.15	0.29	0.14	93.3%	4.73
ATR	0.92	0.89	-0.03	-3.5%	0.00
Volume	3,688	3,129	-559	-15.2%	6,529

Daily Pivots for day following 01-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	87.28	86.94	86.18
R3	86.99	86.65	86.10
R2	86.70	86.70	86.07
R1	86.36	86.36	86.05	86.39
PP	86.41	86.41	86.41	86.42
S1	86.07	86.07	85.99	86.10
S2	86.12	86.12	85.97
S3	85.83	85.78	85.94
S4	85.54	85.49	85.86

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	86.75	84.59	2.16	2.5%	0.38	0.4%	66%	True	False	2,608
10	86.75	79.86	6.89	8.0%	0.21	0.2%	89%	True	False	1,654
20	86.75	75.25	11.50	13.4%	0.24	0.3%	94%	True	False	1,402
40	86.75	71.25	15.50	18.0%	0.16	0.2%	95%	True	False	1,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	87.98
2.618	87.51
1.618	87.22
1.000	87.04
0.618	86.93
HIGH	86.75
0.618	86.64
0.500	86.61
0.382	86.57
LOW	86.46
0.618	86.28
1.000	86.17
1.618	85.99
2.618	85.70
4.250	85.23

Fisher Pivots for day following 01-Nov-2007
Pivot	1 day	3 day
R1	86.61	85.99
PP	86.41	85.96
S1	86.22	85.93

Download as Excel Spreadsheet

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

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