NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 76.83 76.83 0.00 0.0% 77.34
High 76.83 76.83 0.00 0.0% 77.34
Low 76.83 76.77 -0.06 -0.1% 74.82
Close 76.83 76.18 -0.65 -0.8% 76.18
Range 0.00 0.06 0.06 2.52
ATR 0.59 0.55 -0.04 -6.4% 0.00
Volume 402 867 465 115.7% 3,072
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 76.77 76.54 76.21
R3 76.71 76.48 76.20
R2 76.65 76.65 76.19
R1 76.42 76.42 76.19 76.51
PP 76.59 76.59 76.59 76.64
S1 76.36 76.36 76.17 76.45
S2 76.53 76.53 76.17
S3 76.47 76.30 76.16
S4 76.41 76.24 76.15
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 83.67 82.45 77.57
R3 81.15 79.93 76.87
R2 78.63 78.63 76.64
R1 77.41 77.41 76.41 76.76
PP 76.11 76.11 76.11 75.79
S1 74.89 74.89 75.95 74.24
S2 73.59 73.59 75.72
S3 71.07 72.37 75.49
S4 68.55 69.85 74.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.34 74.82 2.52 3.3% 0.23 0.3% 54% False False 614
10 77.34 74.12 3.22 4.2% 0.11 0.1% 64% False False 789
20 77.34 70.16 7.18 9.4% 0.08 0.1% 84% False False 636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.09
2.618 76.99
1.618 76.93
1.000 76.89
0.618 76.87
HIGH 76.83
0.618 76.81
0.500 76.80
0.382 76.79
LOW 76.77
0.618 76.73
1.000 76.71
1.618 76.67
2.618 76.61
4.250 76.52
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 76.80 76.06
PP 76.59 75.94
S1 76.39 75.83

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

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