NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 85.95 87.50 1.55 1.8% 81.74
High 87.68 87.80 0.12 0.1% 85.65
Low 85.39 87.33 1.94 2.3% 81.04
Close 88.16 87.33 -0.83 -0.9% 85.77
Range 2.29 0.47 -1.82 -79.5% 4.61
ATR 1.07 1.06 -0.02 -1.6% 0.00
Volume 1,958 1,291 -667 -34.1% 3,607
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 88.90 88.58 87.59
R3 88.43 88.11 87.46
R2 87.96 87.96 87.42
R1 87.64 87.64 87.37 87.57
PP 87.49 87.49 87.49 87.45
S1 87.17 87.17 87.29 87.10
S2 87.02 87.02 87.24
S3 86.55 86.70 87.20
S4 86.08 86.23 87.07
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 87.80 84.95 2.85 3.3% 1.31 1.5% 84% True False 1,960
10 87.80 81.04 6.76 7.7% 0.90 1.0% 93% True False 1,308
20 87.80 75.69 12.11 13.9% 0.61 0.7% 96% True False 1,383
40 87.80 71.75 16.05 18.4% 0.41 0.5% 97% True False 1,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.80
2.618 89.03
1.618 88.56
1.000 88.27
0.618 88.09
HIGH 87.80
0.618 87.62
0.500 87.57
0.382 87.51
LOW 87.33
0.618 87.04
1.000 86.86
1.618 86.57
2.618 86.10
4.250 85.33
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 87.57 87.01
PP 87.49 86.69
S1 87.41 86.38

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

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