NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 74.70 74.78 0.08 0.1% 77.10
High 74.70 74.78 0.08 0.1% 77.13
Low 74.70 74.78 0.08 0.1% 74.80
Close 75.04 74.73 -0.31 -0.4% 75.85
Range
ATR 0.59 0.57 -0.02 -4.0% 0.00
Volume 162 934 772 476.5% 3,671
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 74.76 74.75 74.73
R3 74.76 74.75 74.73
R2 74.76 74.76 74.73
R1 74.75 74.75 74.73 74.76
PP 74.76 74.76 74.76 74.77
S1 74.75 74.75 74.73 74.76
S2 74.76 74.76 74.73
S3 74.76 74.75 74.73
S4 74.76 74.75 74.73
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.92 81.71 77.13
R3 80.59 79.38 76.49
R2 78.26 78.26 76.28
R1 77.05 77.05 76.06 76.49
PP 75.93 75.93 75.93 75.65
S1 74.72 74.72 75.64 74.16
S2 73.60 73.60 75.42
S3 71.27 72.39 75.21
S4 68.94 70.06 74.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.50 74.70 1.80 2.4% 0.12 0.2% 2% False False 742
10 77.13 74.50 2.63 3.5% 0.08 0.1% 9% False False 1,999
20 77.13 70.23 6.90 9.2% 0.07 0.1% 65% False False 1,308
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 74.78
2.618 74.78
1.618 74.78
1.000 74.78
0.618 74.78
HIGH 74.78
0.618 74.78
0.500 74.78
0.382 74.78
LOW 74.78
0.618 74.78
1.000 74.78
1.618 74.78
2.618 74.78
4.250 74.78
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 74.78 75.60
PP 74.76 75.31
S1 74.75 75.02

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

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