NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 77.50 79.74 2.24 2.9% 75.25
High 77.50 79.74 2.24 2.9% 77.96
Low 77.50 79.74 2.24 2.9% 75.25
Close 78.04 79.74 1.70 2.2% 78.04
Range
ATR 0.60 0.68 0.08 13.2% 0.00
Volume 605 835 230 38.0% 3,648
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 79.74 79.74 79.74
R3 79.74 79.74 79.74
R2 79.74 79.74 79.74
R1 79.74 79.74 79.74 79.74
PP 79.74 79.74 79.74 79.74
S1 79.74 79.74 79.74 79.74
S2 79.74 79.74 79.74
S3 79.74 79.74 79.74
S4 79.74 79.74 79.74
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.21 84.34 79.53
R3 82.50 81.63 78.79
R2 79.79 79.79 78.54
R1 78.92 78.92 78.29 79.36
PP 77.08 77.08 77.08 77.30
S1 76.21 76.21 77.79 76.65
S2 74.37 74.37 77.54
S3 71.66 73.50 77.29
S4 68.95 70.79 76.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.74 75.40 4.34 5.4% 0.30 0.4% 100% True False 652
10 79.74 74.47 5.27 6.6% 0.22 0.3% 100% True False 670
20 79.74 74.47 5.27 6.6% 0.15 0.2% 100% True False 1,321
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 0.02
Fibonacci Retracements and Extensions
4.250 79.74
2.618 79.74
1.618 79.74
1.000 79.74
0.618 79.74
HIGH 79.74
0.618 79.74
0.500 79.74
0.382 79.74
LOW 79.74
0.618 79.74
1.000 79.74
1.618 79.74
2.618 79.74
4.250 79.74
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 79.74 79.32
PP 79.74 78.90
S1 79.74 78.48

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

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