NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 74.90 76.60 1.70 2.3% 72.19
High 74.90 76.60 1.70 2.3% 73.90
Low 74.90 76.60 1.70 2.3% 72.10
Close 75.58 76.60 1.02 1.3% 73.68
Range
ATR 0.37 0.41 0.05 12.7% 0.00
Volume 17 112 95 558.8% 1,294
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 76.60 76.60 76.60
R3 76.60 76.60 76.60
R2 76.60 76.60 76.60
R1 76.60 76.60 76.60 76.60
PP 76.60 76.60 76.60 76.60
S1 76.60 76.60 76.60 76.60
S2 76.60 76.60 76.60
S3 76.60 76.60 76.60
S4 76.60 76.60 76.60
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 78.63 77.95 74.67
R3 76.83 76.15 74.18
R2 75.03 75.03 74.01
R1 74.35 74.35 73.85 74.69
PP 73.23 73.23 73.23 73.40
S1 72.55 72.55 73.52 72.89
S2 71.43 71.43 73.35
S3 69.63 70.75 73.19
S4 67.83 68.95 72.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.60 73.90 2.70 3.5% 0.00 0.0% 100% True False 692
10 76.60 71.74 4.86 6.3% 0.00 0.0% 100% True False 603
Crabel Price Patterns
NR False
NR4 False
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 0.00
Fibonacci Retracements and Extensions
4.250 76.60
2.618 76.60
1.618 76.60
1.000 76.60
0.618 76.60
HIGH 76.60
0.618 76.60
0.500 76.60
0.382 76.60
LOW 76.60
0.618 76.60
1.000 76.60
1.618 76.60
2.618 76.60
4.250 76.60
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 76.60 76.30
PP 76.60 76.00
S1 76.60 75.70

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

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