NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 81.29 81.72 0.43 0.5% 80.55
High 81.70 81.72 0.02 0.0% 81.72
Low 81.29 81.51 0.22 0.3% 80.55
Close 82.23 81.74 -0.49 -0.6% 81.74
Range 0.41 0.21 -0.20 -48.8% 1.17
ATR 0.71 0.71 0.00 0.1% 0.00
Volume 5,652 1,313 -4,339 -76.8% 8,847
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.29 82.22 81.86
R3 82.08 82.01 81.80
R2 81.87 81.87 81.78
R1 81.80 81.80 81.76 81.84
PP 81.66 81.66 81.66 81.67
S1 81.59 81.59 81.72 81.63
S2 81.45 81.45 81.70
S3 81.24 81.38 81.68
S4 81.03 81.17 81.62
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.85 84.46 82.38
R3 83.68 83.29 82.06
R2 82.51 82.51 81.95
R1 82.12 82.12 81.85 82.32
PP 81.34 81.34 81.34 81.43
S1 80.95 80.95 81.63 81.15
S2 80.17 80.17 81.53
S3 79.00 79.78 81.42
S4 77.83 78.61 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.72 80.55 1.17 1.4% 0.32 0.4% 102% True False 1,769
10 81.72 75.69 6.03 7.4% 0.35 0.4% 100% True False 1,560
20 81.72 75.05 6.67 8.2% 0.31 0.4% 100% True False 1,160
40 81.72 69.18 12.54 15.3% 0.19 0.2% 100% True False 1,022
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 True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.61
2.618 82.27
1.618 82.06
1.000 81.93
0.618 81.85
HIGH 81.72
0.618 81.64
0.500 81.62
0.382 81.59
LOW 81.51
0.618 81.38
1.000 81.30
1.618 81.17
2.618 80.96
4.250 80.62
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 81.70 81.61
PP 81.66 81.49
S1 81.62 81.36

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

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