NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 88.61 88.83 0.22 0.2% 86.40
High 88.79 88.91 0.12 0.1% 88.79
Low 88.28 88.17 -0.11 -0.1% 84.95
Close 89.34 88.17 -1.17 -1.3% 89.34
Range 0.51 0.74 0.23 45.1% 3.84
ATR 1.09 1.09 0.01 0.6% 0.00
Volume 898 2,811 1,913 213.0% 9,063
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.64 90.14 88.58
R3 89.90 89.40 88.37
R2 89.16 89.16 88.31
R1 88.66 88.66 88.24 88.54
PP 88.42 88.42 88.42 88.36
S1 87.92 87.92 88.10 87.80
S2 87.68 87.68 88.03
S3 86.94 87.18 87.97
S4 86.20 86.44 87.76
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.21 98.12 91.45
R3 95.37 94.28 90.40
R2 91.53 91.53 90.04
R1 90.44 90.44 89.69 90.99
PP 87.69 87.69 87.69 87.97
S1 86.60 86.60 88.99 87.15
S2 83.85 83.85 88.64
S3 80.01 82.76 88.28
S4 76.17 78.92 87.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.91 84.95 3.96 4.5% 1.24 1.4% 81% True False 1,874
10 88.91 81.04 7.87 8.9% 1.00 1.1% 91% True False 1,482
20 88.91 75.69 13.22 15.0% 0.67 0.8% 94% True False 1,509
40 88.91 72.25 16.66 18.9% 0.44 0.5% 96% True False 1,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.06
2.618 90.85
1.618 90.11
1.000 89.65
0.618 89.37
HIGH 88.91
0.618 88.63
0.500 88.54
0.382 88.45
LOW 88.17
0.618 87.71
1.000 87.43
1.618 86.97
2.618 86.23
4.250 85.03
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 88.54 88.15
PP 88.42 88.14
S1 88.29 88.12

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

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