NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 76.93 77.46 0.53 0.7% 74.70
High 76.93 77.46 0.53 0.7% 77.46
Low 76.93 77.46 0.53 0.7% 74.70
Close 76.93 77.46 0.53 0.7% 77.46
Range
ATR 0.46 0.47 0.00 1.0% 0.00
Volume 1,171 1,146 -25 -2.1% 4,646
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 77.46 77.46 77.46
R3 77.46 77.46 77.46
R2 77.46 77.46 77.46
R1 77.46 77.46 77.46 77.46
PP 77.46 77.46 77.46 77.46
S1 77.46 77.46 77.46 77.46
S2 77.46 77.46 77.46
S3 77.46 77.46 77.46
S4 77.46 77.46 77.46
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.82 83.90 78.98
R3 82.06 81.14 78.22
R2 79.30 79.30 77.97
R1 78.38 78.38 77.71 78.84
PP 76.54 76.54 76.54 76.77
S1 75.62 75.62 77.21 76.08
S2 73.78 73.78 76.95
S3 71.02 72.86 76.70
S4 68.26 70.10 75.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.46 74.70 2.76 3.6% 0.00 0.0% 100% True False 929
10 77.46 72.25 5.21 6.7% 0.13 0.2% 100% True False 896
20 77.46 69.18 8.28 10.7% 0.07 0.1% 100% True False 884
Crabel Price Patterns
NR False
NR4 False
NR5 False
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
Fibonacci Retracements and Extensions
4.250 77.46
2.618 77.46
1.618 77.46
1.000 77.46
0.618 77.46
HIGH 77.46
0.618 77.46
0.500 77.46
0.382 77.46
LOW 77.46
0.618 77.46
1.000 77.46
1.618 77.46
2.618 77.46
4.250 77.46
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 77.46 77.10
PP 77.46 76.73
S1 77.46 76.37

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

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