NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 76.17 75.33 -0.84 -1.1% 77.59
High 76.17 75.33 -0.84 -1.1% 77.75
Low 75.51 75.33 -0.18 -0.2% 75.66
Close 75.68 75.33 -0.35 -0.5% 76.55
Range 0.66 0.00 -0.66 -100.0% 2.09
ATR 0.61 0.59 -0.02 -3.0% 0.00
Volume 3,136 339 -2,797 -89.2% 3,343
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 75.33 75.33 75.33
R3 75.33 75.33 75.33
R2 75.33 75.33 75.33
R1 75.33 75.33 75.33 75.33
PP 75.33 75.33 75.33 75.33
S1 75.33 75.33 75.33 75.33
S2 75.33 75.33 75.33
S3 75.33 75.33 75.33
S4 75.33 75.33 75.33
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 75.33 2.42 3.2% 0.54 0.7% 0% False True 1,165
10 77.75 75.28 2.47 3.3% 0.27 0.4% 2% False False 1,064
20 77.75 70.45 7.30 9.7% 0.20 0.3% 67% False False 1,032
Crabel Price Patterns
NR True
NR4 True
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 0.01
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 75.33
2.618 75.33
1.618 75.33
1.000 75.33
0.618 75.33
HIGH 75.33
0.618 75.33
0.500 75.33
0.382 75.33
LOW 75.33
0.618 75.33
1.000 75.33
1.618 75.33
2.618 75.33
4.250 75.33
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 75.33 76.54
PP 75.33 76.14
S1 75.33 75.73

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

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