NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 80.800 80.525 -0.275 -0.3% 75.450
High 81.200 81.900 0.700 0.9% 79.075
Low 79.800 80.275 0.475 0.6% 74.550
Close 80.850 81.780 0.930 1.2% 78.090
Range 1.400 1.625 0.225 16.1% 4.525
ATR 1.506 1.514 0.009 0.6% 0.000
Volume 4,956 15,482 10,526 212.4% 3,383
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 86.193 85.612 82.674
R3 84.568 83.987 82.227
R2 82.943 82.943 82.078
R1 82.362 82.362 81.929 82.653
PP 81.318 81.318 81.318 81.464
S1 80.737 80.737 81.631 81.028
S2 79.693 79.693 81.482
S3 78.068 79.112 81.333
S4 76.443 77.487 80.886
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 90.813 88.977 80.579
R3 86.288 84.452 79.334
R2 81.763 81.763 78.920
R1 79.927 79.927 78.505 80.845
PP 77.238 77.238 77.238 77.698
S1 75.402 75.402 77.675 76.320
S2 72.713 72.713 77.260
S3 68.188 70.877 76.846
S4 63.663 66.352 75.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.900 77.275 4.625 5.7% 1.825 2.2% 97% True False 4,950
10 81.900 74.550 7.350 9.0% 1.700 2.1% 98% True False 2,805
20 81.900 69.250 12.650 15.5% 1.496 1.8% 99% True False 1,518
40 81.900 68.525 13.375 16.4% 1.265 1.5% 99% True False 784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.410
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.806
2.618 86.154
1.618 84.529
1.000 83.525
0.618 82.904
HIGH 81.900
0.618 81.279
0.500 81.088
0.382 80.896
LOW 80.275
0.618 79.271
1.000 78.650
1.618 77.646
2.618 76.021
4.250 73.369
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 81.549 81.324
PP 81.318 80.868
S1 81.088 80.413

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

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