NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 79.925 79.025 -0.900 -1.1% 76.725
High 80.350 80.900 0.550 0.7% 80.350
Low 78.750 78.275 -0.475 -0.6% 75.525
Close 79.100 80.570 1.470 1.9% 79.100
Range 1.600 2.625 1.025 64.1% 4.825
ATR 1.695 1.761 0.066 3.9% 0.000
Volume 11,131 12,799 1,668 15.0% 66,831
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 87.790 86.805 82.014
R3 85.165 84.180 81.292
R2 82.540 82.540 81.051
R1 81.555 81.555 80.811 82.048
PP 79.915 79.915 79.915 80.161
S1 78.930 78.930 80.329 79.423
S2 77.290 77.290 80.089
S3 74.665 76.305 79.848
S4 72.040 73.680 79.126
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 92.800 90.775 81.754
R3 87.975 85.950 80.427
R2 83.150 83.150 79.985
R1 81.125 81.125 79.542 82.138
PP 78.325 78.325 78.325 78.831
S1 76.300 76.300 78.658 77.313
S2 73.500 73.500 78.215
S3 68.675 71.475 77.773
S4 63.850 66.650 76.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.900 76.925 3.975 4.9% 1.780 2.2% 92% True False 13,637
10 80.900 73.500 7.400 9.2% 1.830 2.3% 96% True False 13,336
20 80.900 68.650 12.250 15.2% 1.739 2.2% 97% True False 11,951
40 80.900 68.650 12.250 15.2% 1.830 2.3% 97% True False 6,408
60 80.900 68.650 12.250 15.2% 1.451 1.8% 97% True False 4,281
80 80.900 65.950 14.950 18.6% 1.109 1.4% 98% True False 3,213
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.560
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.056
2.618 87.772
1.618 85.147
1.000 83.525
0.618 82.522
HIGH 80.900
0.618 79.897
0.500 79.588
0.382 79.278
LOW 78.275
0.618 76.653
1.000 75.650
1.618 74.028
2.618 71.403
4.250 67.119
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 80.243 80.243
PP 79.915 79.915
S1 79.588 79.588

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

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