NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 79.025 80.875 1.850 2.3% 76.725
High 80.900 82.375 1.475 1.8% 80.350
Low 78.275 80.225 1.950 2.5% 75.525
Close 80.570 81.510 0.940 1.2% 79.100
Range 2.625 2.150 -0.475 -18.1% 4.825
ATR 1.761 1.789 0.028 1.6% 0.000
Volume 12,799 11,489 -1,310 -10.2% 66,831
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 87.820 86.815 82.693
R3 85.670 84.665 82.101
R2 83.520 83.520 81.904
R1 82.515 82.515 81.707 83.018
PP 81.370 81.370 81.370 81.621
S1 80.365 80.365 81.313 80.868
S2 79.220 79.220 81.116
S3 77.070 78.215 80.919
S4 74.920 76.065 80.328
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 82.375 78.025 4.350 5.3% 1.920 2.4% 80% True False 13,429
10 82.375 74.725 7.650 9.4% 1.873 2.3% 89% True False 13,571
20 82.375 68.650 13.725 16.8% 1.760 2.2% 94% True False 12,396
40 82.375 68.650 13.725 16.8% 1.856 2.3% 94% True False 6,688
60 82.375 68.650 13.725 16.8% 1.478 1.8% 94% True False 4,472
80 82.375 65.950 16.425 20.2% 1.136 1.4% 95% True False 3,357
100 82.375 65.920 16.455 20.2% 0.910 1.1% 95% True False 2,686
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 0.545
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.513
2.618 88.004
1.618 85.854
1.000 84.525
0.618 83.704
HIGH 82.375
0.618 81.554
0.500 81.300
0.382 81.046
LOW 80.225
0.618 78.896
1.000 78.075
1.618 76.746
2.618 74.596
4.250 71.088
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 81.440 81.115
PP 81.370 80.720
S1 81.300 80.325

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

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