NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 02-Nov-2007
Day Change Summary
Previous Current
01-Nov-2007 02-Nov-2007 Change Change % Previous Week
Open 86.57 86.93 0.36 0.4% 86.65
High 86.75 86.93 0.18 0.2% 86.93
Low 86.46 86.93 0.47 0.5% 85.10
Close 86.02 87.93 1.91 2.2% 87.93
Range 0.29 0.00 -0.29 -100.0% 1.83
ATR 0.89 0.89 0.00 0.2% 0.00
Volume 3,129 3,933 804 25.7% 13,275
Daily Pivots for day following 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 87.26 87.60 87.93
R3 87.26 87.60 87.93
R2 87.26 87.26 87.93
R1 87.60 87.60 87.93 87.43
PP 87.26 87.26 87.26 87.18
S1 87.60 87.60 87.93 87.43
S2 87.26 87.26 87.93
S3 87.26 87.60 87.93
S4 87.26 87.60 87.93
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 92.14 91.87 88.94
R3 90.31 90.04 88.43
R2 88.48 88.48 88.27
R1 88.21 88.21 88.10 88.35
PP 86.65 86.65 86.65 86.72
S1 86.38 86.38 87.76 86.52
S2 84.82 84.82 87.59
S3 82.99 84.55 87.43
S4 81.16 82.72 86.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.93 85.10 1.83 2.1% 0.38 0.4% 155% True False 2,655
10 86.93 79.86 7.07 8.0% 0.19 0.2% 114% True False 1,980
20 86.93 75.25 11.68 13.3% 0.22 0.3% 109% True False 1,583
40 86.93 71.45 15.48 17.6% 0.15 0.2% 106% True False 1,405
Crabel Price Patterns
NR True
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 0.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.93
2.618 86.93
1.618 86.93
1.000 86.93
0.618 86.93
HIGH 86.93
0.618 86.93
0.500 86.93
0.382 86.93
LOW 86.93
0.618 86.93
1.000 86.93
1.618 86.93
2.618 86.93
4.250 86.93
Fisher Pivots for day following 02-Nov-2007
Pivot 1 day 3 day
R1 87.60 87.29
PP 87.26 86.65
S1 86.93 86.02

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

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