NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 78.100 79.575 1.475 1.9% 74.300
High 80.200 80.225 0.025 0.0% 77.525
Low 78.025 79.175 1.150 1.5% 73.500
Close 79.910 80.090 0.180 0.2% 76.700
Range 2.175 1.050 -1.125 -51.7% 4.025
ATR 1.752 1.702 -0.050 -2.9% 0.000
Volume 15,881 15,845 -36 -0.2% 53,737
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.980 82.585 80.668
R3 81.930 81.535 80.379
R2 80.880 80.880 80.283
R1 80.485 80.485 80.186 80.683
PP 79.830 79.830 79.830 79.929
S1 79.435 79.435 79.994 79.633
S2 78.780 78.780 79.898
S3 77.730 78.385 79.801
S4 76.680 77.335 79.513
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 80.225 75.525 4.700 5.9% 1.790 2.2% 97% True False 15,521
10 80.225 72.750 7.475 9.3% 1.633 2.0% 98% True False 13,155
20 80.225 68.650 11.575 14.5% 1.753 2.2% 99% True False 11,009
40 80.225 68.650 11.575 14.5% 1.771 2.2% 99% True False 5,815
60 80.225 68.650 11.575 14.5% 1.381 1.7% 99% True False 3,882
80 80.225 65.950 14.275 17.8% 1.056 1.3% 99% True False 2,914
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.503
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.688
2.618 82.974
1.618 81.924
1.000 81.275
0.618 80.874
HIGH 80.225
0.618 79.824
0.500 79.700
0.382 79.576
LOW 79.175
0.618 78.526
1.000 78.125
1.618 77.476
2.618 76.426
4.250 74.713
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 79.960 79.585
PP 79.830 79.080
S1 79.700 78.575

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

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