NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 09-Oct-2007
Day Change Summary
Previous Current
08-Oct-2007 09-Oct-2007 Change Change % Previous Week
Open 75.35 75.50 0.15 0.2% 75.34
High 75.35 75.50 0.15 0.2% 76.81
Low 75.35 75.50 0.15 0.2% 74.41
Close 75.46 76.35 0.89 1.2% 77.19
Range
ATR 0.71 0.66 -0.05 -6.7% 0.00
Volume 209 220 11 5.3% 2,563
Daily Pivots for day following 09-Oct-2007
Classic Woodie Camarilla DeMark
R4 75.78 76.07 76.35
R3 75.78 76.07 76.35
R2 75.78 75.78 76.35
R1 76.07 76.07 76.35 75.93
PP 75.78 75.78 75.78 75.71
S1 76.07 76.07 76.35 75.93
S2 75.78 75.78 76.35
S3 75.78 76.07 76.35
S4 75.78 76.07 76.35
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.34 82.66 78.51
R3 80.94 80.26 77.85
R2 78.54 78.54 77.63
R1 77.86 77.86 77.41 78.20
PP 76.14 76.14 76.14 76.31
S1 75.46 75.46 76.97 75.80
S2 73.74 73.74 76.75
S3 71.34 73.06 76.53
S4 68.94 70.66 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.81 75.00 1.81 2.4% 0.09 0.1% 75% False False 419
10 76.83 74.41 2.42 3.2% 0.20 0.3% 80% False False 510
20 77.34 72.90 4.44 5.8% 0.10 0.1% 78% False False 591
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 0.01
Fibonacci Retracements and Extensions
4.250 75.50
2.618 75.50
1.618 75.50
1.000 75.50
0.618 75.50
HIGH 75.50
0.618 75.50
0.500 75.50
0.382 75.50
LOW 75.50
0.618 75.50
1.000 75.50
1.618 75.50
2.618 75.50
4.250 75.50
Fisher Pivots for day following 09-Oct-2007
Pivot 1 day 3 day
R1 76.07 76.26
PP 75.78 76.17
S1 75.50 76.08

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

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