NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 77.08 77.19 0.11 0.1% 77.59
High 77.13 77.75 0.62 0.8% 77.75
Low 75.66 77.19 1.53 2.0% 75.66
Close 77.19 76.55 -0.64 -0.8% 76.55
Range 1.47 0.56 -0.91 -61.9% 2.09
ATR 0.58 0.57 0.00 -0.2% 0.00
Volume 1,357 84 -1,273 -93.8% 3,343
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 78.84 78.26 76.86
R3 78.28 77.70 76.70
R2 77.72 77.72 76.65
R1 77.14 77.14 76.60 77.15
PP 77.16 77.16 77.16 77.17
S1 76.58 76.58 76.50 76.59
S2 76.60 76.60 76.45
S3 76.04 76.02 76.40
S4 75.48 75.46 76.24
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.92 81.83 77.70
R3 80.83 79.74 77.12
R2 78.74 78.74 76.93
R1 77.65 77.65 76.74 77.15
PP 76.65 76.65 76.65 76.41
S1 75.56 75.56 76.36 75.06
S2 74.56 74.56 76.17
S3 72.47 73.47 75.98
S4 70.38 71.38 75.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.75 75.66 2.09 2.7% 0.41 0.5% 43% True False 668
10 77.75 74.70 3.05 4.0% 0.20 0.3% 61% True False 798
20 77.75 70.29 7.46 9.7% 0.17 0.2% 84% True False 877
Crabel Price Patterns
NR True
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 True
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.13
2.618 79.22
1.618 78.66
1.000 78.31
0.618 78.10
HIGH 77.75
0.618 77.54
0.500 77.47
0.382 77.40
LOW 77.19
0.618 76.84
1.000 76.63
1.618 76.28
2.618 75.72
4.250 74.81
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 77.47 76.71
PP 77.16 76.65
S1 76.86 76.60

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

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