NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 05-Nov-2007

Day Change Summary
	Previous	Current
	02-Nov-2007	05-Nov-2007	Change	Change %	Previous Week
Open	86.93	86.42	-0.51	-0.6%	86.65
High	86.93	87.73	0.80	0.9%	86.93
Low	86.93	86.40	-0.53	-0.6%	85.10
Close	87.93	86.78	-1.15	-1.3%	87.93
Range	0.00	1.33	1.33		1.83
ATR	0.89	0.93	0.05	5.2%	0.00
Volume	3,933	3,236	-697	-17.7%	13,275

Daily Pivots for day following 05-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	90.96	90.20	87.51
R3	89.63	88.87	87.15
R2	88.30	88.30	87.02
R1	87.54	87.54	86.90	87.92
PP	86.97	86.97	86.97	87.16
S1	86.21	86.21	86.66	86.59
S2	85.64	85.64	86.54
S3	84.31	84.88	86.41
S4	82.98	83.55	86.05

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	92.14	91.87	88.94
R3	90.31	90.04	88.43
R2	88.48	88.48	88.27
R1	88.21	88.21	88.10	88.35
PP	86.65	86.65	86.65	86.72
S1	86.38	86.38	87.76	86.52
S2	84.82	84.82	87.59
S3	82.99	84.55	87.43
S4	81.16	82.72	86.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.73	85.10	2.63	3.0%	0.35	0.4%	64%	True	False	2,996
10	87.73	79.86	7.87	9.1%	0.32	0.4%	88%	True	False	2,282
20	87.73	75.40	12.33	14.2%	0.29	0.3%	92%	True	False	1,683
40	87.73	72.81	14.92	17.2%	0.19	0.2%	94%	True	False	1,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	93.38
2.618	91.21
1.618	89.88
1.000	89.06
0.618	88.55
HIGH	87.73
0.618	87.22
0.500	87.07
0.382	86.91
LOW	86.40
0.618	85.58
1.000	85.07
1.618	84.25
2.618	82.92
4.250	80.75

Fisher Pivots for day following 05-Nov-2007
Pivot	1 day	3 day
R1	87.07	87.07
PP	86.97	86.97
S1	86.88	86.88

Download as Excel Spreadsheet

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

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