NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 79.86 81.51 1.65 2.1% 79.74
High 79.86 81.51 1.65 2.1% 81.21
Low 79.86 81.51 1.65 2.1% 79.74
Close 80.20 81.51 1.31 1.6% 80.78
Range
ATR 0.69 0.73 0.04 6.5% 0.00
Volume 21 559 538 2,561.9% 8,211
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 81.51 81.51 81.51
R3 81.51 81.51 81.51
R2 81.51 81.51 81.51
R1 81.51 81.51 81.51 81.51
PP 81.51 81.51 81.51 81.51
S1 81.51 81.51 81.51 81.51
S2 81.51 81.51 81.51
S3 81.51 81.51 81.51
S4 81.51 81.51 81.51
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.99 84.35 81.59
R3 83.52 82.88 81.18
R2 82.05 82.05 81.05
R1 81.41 81.41 80.91 81.73
PP 80.58 80.58 80.58 80.74
S1 79.94 79.94 80.65 80.26
S2 79.11 79.11 80.51
S3 77.64 78.47 80.38
S4 76.17 77.00 79.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.51 79.86 1.65 2.0% 0.21 0.3% 100% True False 1,278
10 81.51 77.21 4.30 5.3% 0.18 0.2% 100% True False 1,002
20 81.51 74.47 7.04 8.6% 0.20 0.2% 100% True False 850
40 81.51 69.45 12.06 14.8% 0.14 0.2% 100% True False 1,041
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 True
Bear Hook False
Bull Hook False
Stretch 0.01
Fibonacci Retracements and Extensions
4.250 81.51
2.618 81.51
1.618 81.51
1.000 81.51
0.618 81.51
HIGH 81.51
0.618 81.51
0.500 81.51
0.382 81.51
LOW 81.51
0.618 81.51
1.000 81.51
1.618 81.51
2.618 81.51
4.250 81.51
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 81.51 81.24
PP 81.51 80.96
S1 81.51 80.69

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

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