NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 73.83 74.70 0.87 1.2% 72.33
High 74.30 74.70 0.40 0.5% 74.30
Low 73.83 74.70 0.87 1.2% 72.25
Close 73.95 74.70 0.75 1.0% 73.95
Range 0.47 0.00 -0.47 -100.0% 2.05
ATR 0.44 0.47 0.02 4.9% 0.00
Volume 1,126 715 -411 -36.5% 4,320
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 74.70 74.70 74.70
R3 74.70 74.70 74.70
R2 74.70 74.70 74.70
R1 74.70 74.70 74.70 74.70
PP 74.70 74.70 74.70 74.70
S1 74.70 74.70 74.70 74.70
S2 74.70 74.70 74.70
S3 74.70 74.70 74.70
S4 74.70 74.70 74.70
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 79.65 78.85 75.08
R3 77.60 76.80 74.51
R2 75.55 75.55 74.33
R1 74.75 74.75 74.14 75.15
PP 73.50 73.50 73.50 73.70
S1 72.70 72.70 73.76 73.10
S2 71.45 71.45 73.57
S3 69.40 70.65 73.39
S4 67.35 68.60 72.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.70 72.25 2.45 3.3% 0.27 0.4% 100% True False 870
10 74.70 70.45 4.25 5.7% 0.14 0.2% 100% True False 995
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.70
2.618 74.70
1.618 74.70
1.000 74.70
0.618 74.70
HIGH 74.70
0.618 74.70
0.500 74.70
0.382 74.70
LOW 74.70
0.618 74.70
1.000 74.70
1.618 74.70
2.618 74.70
4.250 74.70
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 74.70 74.54
PP 74.70 74.38
S1 74.70 74.23

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

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