NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 85.10 86.57 1.47 1.7% 80.46
High 85.25 86.75 1.50 1.8% 84.59
Low 85.10 86.46 1.36 1.6% 79.86
Close 86.93 86.02 -0.91 -1.0% 84.59
Range 0.15 0.29 0.14 93.3% 4.73
ATR 0.92 0.89 -0.03 -3.5% 0.00
Volume 3,688 3,129 -559 -15.2% 6,529
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 87.28 86.94 86.18
R3 86.99 86.65 86.10
R2 86.70 86.70 86.07
R1 86.36 86.36 86.05 86.39
PP 86.41 86.41 86.41 86.42
S1 86.07 86.07 85.99 86.10
S2 86.12 86.12 85.97
S3 85.83 85.78 85.94
S4 85.54 85.49 85.86
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 97.20 95.63 87.19
R3 92.47 90.90 85.89
R2 87.74 87.74 85.46
R1 86.17 86.17 85.02 86.96
PP 83.01 83.01 83.01 83.41
S1 81.44 81.44 84.16 82.23
S2 78.28 78.28 83.72
S3 73.55 76.71 83.29
S4 68.82 71.98 81.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.75 84.59 2.16 2.5% 0.38 0.4% 66% True False 2,608
10 86.75 79.86 6.89 8.0% 0.21 0.2% 89% True False 1,654
20 86.75 75.25 11.50 13.4% 0.24 0.3% 94% True False 1,402
40 86.75 71.25 15.50 18.0% 0.16 0.2% 95% True False 1,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.98
2.618 87.51
1.618 87.22
1.000 87.04
0.618 86.93
HIGH 86.75
0.618 86.64
0.500 86.61
0.382 86.57
LOW 86.46
0.618 86.28
1.000 86.17
1.618 85.99
2.618 85.70
4.250 85.23
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 86.61 85.99
PP 86.41 85.96
S1 86.22 85.93

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

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