NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 76.45 77.32 0.87 1.1% 74.70
High 76.45 77.96 1.51 2.0% 76.60
Low 76.45 77.21 0.76 1.0% 74.47
Close 77.04 77.80 0.76 1.0% 76.95
Range 0.00 0.75 0.75 2.13
ATR 0.60 0.62 0.02 3.9% 0.00
Volume 971 407 -564 -58.1% 2,382
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 79.91 79.60 78.21
R3 79.16 78.85 78.01
R2 78.41 78.41 77.94
R1 78.10 78.10 77.87 78.26
PP 77.66 77.66 77.66 77.73
S1 77.35 77.35 77.73 77.51
S2 76.91 76.91 77.66
S3 76.16 76.60 77.59
S4 75.41 75.85 77.39
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.40 81.80 78.12
R3 80.27 79.67 77.54
R2 78.14 78.14 77.34
R1 77.54 77.54 77.15 77.84
PP 76.01 76.01 76.01 76.16
S1 75.41 75.41 76.75 75.71
S2 73.88 73.88 76.56
S3 71.75 73.28 76.36
S4 69.62 71.15 75.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.96 75.25 2.71 3.5% 0.38 0.5% 94% True False 671
10 77.96 74.47 3.49 4.5% 0.27 0.4% 95% True False 707
20 77.96 73.60 4.36 5.6% 0.16 0.2% 96% True False 1,281
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 0.02
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 81.15
2.618 79.92
1.618 79.17
1.000 78.71
0.618 78.42
HIGH 77.96
0.618 77.67
0.500 77.59
0.382 77.50
LOW 77.21
0.618 76.75
1.000 76.46
1.618 76.00
2.618 75.25
4.250 74.02
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 77.73 77.43
PP 77.66 77.05
S1 77.59 76.68

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

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