NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 81.675 81.375 -0.300 -0.4% 77.500
High 82.350 81.600 -0.750 -0.9% 82.350
Low 80.550 80.375 -0.175 -0.2% 77.275
Close 81.620 80.950 -0.670 -0.8% 81.620
Range 1.800 1.225 -0.575 -31.9% 5.075
ATR 1.535 1.514 -0.021 -1.3% 0.000
Volume 11,740 14,389 2,649 22.6% 35,743
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.650 84.025 81.624
R3 83.425 82.800 81.287
R2 82.200 82.200 81.175
R1 81.575 81.575 81.062 81.275
PP 80.975 80.975 80.975 80.825
S1 80.350 80.350 80.838 80.050
S2 79.750 79.750 80.725
S3 78.525 79.125 80.613
S4 77.300 77.900 80.276
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 95.640 93.705 84.411
R3 90.565 88.630 83.016
R2 85.490 85.490 82.550
R1 83.555 83.555 82.085 84.523
PP 80.415 80.415 80.415 80.899
S1 78.480 78.480 81.155 79.448
S2 75.340 75.340 80.690
S3 70.265 73.405 80.224
S4 65.190 68.330 78.829
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.350 78.925 3.425 4.2% 1.640 2.0% 59% False False 9,827
10 82.350 75.800 6.550 8.1% 1.638 2.0% 79% False False 5,284
20 82.350 70.775 11.575 14.3% 1.485 1.8% 88% False False 2,805
40 82.350 68.525 13.825 17.1% 1.328 1.6% 90% False False 1,436
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 0.383
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.806
2.618 84.807
1.618 83.582
1.000 82.825
0.618 82.357
HIGH 81.600
0.618 81.132
0.500 80.988
0.382 80.843
LOW 80.375
0.618 79.618
1.000 79.150
1.618 78.393
2.618 77.168
4.250 75.169
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 80.988 81.313
PP 80.975 81.192
S1 80.963 81.071

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

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