NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 05-Nov-2007
Day Change Summary
Previous Current
02-Nov-2007 05-Nov-2007 Change Change % Previous Week
Open 86.93 86.42 -0.51 -0.6% 86.65
High 86.93 87.73 0.80 0.9% 86.93
Low 86.93 86.40 -0.53 -0.6% 85.10
Close 87.93 86.78 -1.15 -1.3% 87.93
Range 0.00 1.33 1.33 1.83
ATR 0.89 0.93 0.05 5.2% 0.00
Volume 3,933 3,236 -697 -17.7% 13,275
Daily Pivots for day following 05-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.96 90.20 87.51
R3 89.63 88.87 87.15
R2 88.30 88.30 87.02
R1 87.54 87.54 86.90 87.92
PP 86.97 86.97 86.97 87.16
S1 86.21 86.21 86.66 86.59
S2 85.64 85.64 86.54
S3 84.31 84.88 86.41
S4 82.98 83.55 86.05
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 87.73 85.10 2.63 3.0% 0.35 0.4% 64% True False 2,996
10 87.73 79.86 7.87 9.1% 0.32 0.4% 88% True False 2,282
20 87.73 75.40 12.33 14.2% 0.29 0.3% 92% True False 1,683
40 87.73 72.81 14.92 17.2% 0.19 0.2% 94% True False 1,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.38
2.618 91.21
1.618 89.88
1.000 89.06
0.618 88.55
HIGH 87.73
0.618 87.22
0.500 87.07
0.382 86.91
LOW 86.40
0.618 85.58
1.000 85.07
1.618 84.25
2.618 82.92
4.250 80.75
Fisher Pivots for day following 05-Nov-2007
Pivot 1 day 3 day
R1 87.07 87.07
PP 86.97 86.97
S1 86.88 86.88

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

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