NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 87.15 85.95 -1.20 -1.4% 81.74
High 87.15 87.68 0.53 0.6% 85.65
Low 84.95 85.39 0.44 0.5% 81.04
Close 85.39 88.16 2.77 3.2% 85.77
Range 2.20 2.29 0.09 4.1% 4.61
ATR 0.98 1.07 0.09 9.5% 0.00
Volume 2,415 1,958 -457 -18.9% 3,607
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.95 93.34 89.42
R3 91.66 91.05 88.79
R2 89.37 89.37 88.58
R1 88.76 88.76 88.37 89.07
PP 87.08 87.08 87.08 87.23
S1 86.47 86.47 87.95 86.78
S2 84.79 84.79 87.74
S3 82.50 84.18 87.53
S4 80.21 81.89 86.90
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.98 96.49 88.31
R3 93.37 91.88 87.04
R2 88.76 88.76 86.62
R1 87.27 87.27 86.19 88.02
PP 84.15 84.15 84.15 84.53
S1 82.66 82.66 85.35 83.41
S2 79.54 79.54 84.92
S3 74.93 78.05 84.50
S4 70.32 73.44 83.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.68 83.14 4.54 5.1% 1.43 1.6% 111% True False 1,780
10 87.68 81.04 6.64 7.5% 0.89 1.0% 107% True False 1,744
20 87.68 75.05 12.63 14.3% 0.59 0.7% 104% True False 1,327
40 87.68 71.38 16.30 18.5% 0.40 0.4% 103% True False 1,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 97.41
2.618 93.68
1.618 91.39
1.000 89.97
0.618 89.10
HIGH 87.68
0.618 86.81
0.500 86.54
0.382 86.26
LOW 85.39
0.618 83.97
1.000 83.10
1.618 81.68
2.618 79.39
4.250 75.66
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 87.62 87.55
PP 87.08 86.93
S1 86.54 86.32

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

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