NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 81.51 83.49 1.98 2.4% 79.74
High 81.51 83.49 1.98 2.4% 81.21
Low 81.51 83.49 1.98 2.4% 79.74
Close 81.51 83.49 1.98 2.4% 80.78
Range
ATR 0.73 0.82 0.09 12.2% 0.00
Volume 559 2,032 1,473 263.5% 8,211
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.49 83.49 83.49
R3 83.49 83.49 83.49
R2 83.49 83.49 83.49
R1 83.49 83.49 83.49 83.49
PP 83.49 83.49 83.49 83.49
S1 83.49 83.49 83.49 83.49
S2 83.49 83.49 83.49
S3 83.49 83.49 83.49
S4 83.49 83.49 83.49
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 83.49 79.86 3.63 4.3% 0.04 0.1% 100% True False 701
10 83.49 77.50 5.99 7.2% 0.11 0.1% 100% True False 1,164
20 83.49 74.47 9.02 10.8% 0.19 0.2% 100% True False 936
40 83.49 69.45 14.04 16.8% 0.14 0.2% 100% True False 1,085
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 0.00
Fibonacci Retracements and Extensions
4.250 83.49
2.618 83.49
1.618 83.49
1.000 83.49
0.618 83.49
HIGH 83.49
0.618 83.49
0.500 83.49
0.382 83.49
LOW 83.49
0.618 83.49
1.000 83.49
1.618 83.49
2.618 83.49
4.250 83.49
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 83.49 82.89
PP 83.49 82.28
S1 83.49 81.68

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

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