NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 76.725 77.825 1.100 1.4% 74.300
High 78.450 78.375 -0.075 -0.1% 77.525
Low 75.525 76.925 1.400 1.9% 73.500
Close 77.490 78.230 0.740 1.0% 76.700
Range 2.925 1.450 -1.475 -50.4% 4.025
ATR 1.740 1.720 -0.021 -1.2% 0.000
Volume 11,441 12,533 1,092 9.5% 53,737
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.193 81.662 79.028
R3 80.743 80.212 78.629
R2 79.293 79.293 78.496
R1 78.762 78.762 78.363 79.028
PP 77.843 77.843 77.843 77.976
S1 77.312 77.312 78.097 77.578
S2 76.393 76.393 77.964
S3 74.943 75.862 77.831
S4 73.493 74.412 77.433
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 87.983 86.367 78.914
R3 83.958 82.342 77.807
R2 79.933 79.933 77.438
R1 78.317 78.317 77.069 79.125
PP 75.908 75.908 75.908 76.313
S1 74.292 74.292 76.331 75.100
S2 71.883 71.883 75.962
S3 67.858 70.267 75.593
S4 63.833 66.242 74.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.450 74.725 3.725 4.8% 1.825 2.3% 94% False False 13,713
10 78.450 71.200 7.250 9.3% 1.643 2.1% 97% False False 11,983
20 78.450 68.650 9.800 12.5% 1.758 2.2% 98% False False 9,536
40 78.450 68.650 9.800 12.5% 1.759 2.2% 98% False False 5,025
60 78.450 68.650 9.800 12.5% 1.338 1.7% 98% False False 3,354
80 78.450 65.950 12.500 16.0% 1.016 1.3% 98% False False 2,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.498
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.538
2.618 82.171
1.618 80.721
1.000 79.825
0.618 79.271
HIGH 78.375
0.618 77.821
0.500 77.650
0.382 77.479
LOW 76.925
0.618 76.029
1.000 75.475
1.618 74.579
2.618 73.129
4.250 70.763
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 78.037 77.816
PP 77.843 77.402
S1 77.650 76.988

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

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