NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 80.55 80.83 0.28 0.3% 75.35
High 80.55 81.64 1.09 1.4% 78.35
Low 80.55 80.83 0.28 0.3% 75.35
Close 80.34 81.71 1.37 1.7% 78.35
Range 0.00 0.81 0.81 3.00
ATR 0.57 0.62 0.05 9.3% 0.00
Volume 469 4,591 4,122 878.9% 1,422
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.82 83.58 82.16
R3 83.01 82.77 81.93
R2 82.20 82.20 81.86
R1 81.96 81.96 81.78 82.08
PP 81.39 81.39 81.39 81.46
S1 81.15 81.15 81.64 81.27
S2 80.58 80.58 81.56
S3 79.77 80.34 81.49
S4 78.96 79.53 81.26
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 86.35 85.35 80.00
R3 83.35 82.35 79.18
R2 80.35 80.35 78.90
R1 79.35 79.35 78.63 79.85
PP 77.35 77.35 77.35 77.60
S1 76.35 76.35 78.08 76.85
S2 74.35 74.35 77.80
S3 71.35 73.35 77.53
S4 68.35 70.35 76.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.64 78.35 3.29 4.0% 0.18 0.2% 102% True False 1,187
10 81.64 75.35 6.29 7.7% 0.17 0.2% 101% True False 740
20 81.64 74.41 7.23 8.8% 0.17 0.2% 101% True False 706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 85.08
2.618 83.76
1.618 82.95
1.000 82.45
0.618 82.14
HIGH 81.64
0.618 81.33
0.500 81.24
0.382 81.14
LOW 80.83
0.618 80.33
1.000 80.02
1.618 79.52
2.618 78.71
4.250 77.39
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 81.55 81.51
PP 81.39 81.30
S1 81.24 81.10

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

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