NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 81.375 80.575 -0.800 -1.0% 77.500
High 81.600 80.575 -1.025 -1.3% 82.350
Low 80.375 78.950 -1.425 -1.8% 77.275
Close 80.950 79.530 -1.420 -1.8% 81.620
Range 1.225 1.625 0.400 32.7% 5.075
ATR 1.514 1.549 0.035 2.3% 0.000
Volume 14,389 12,857 -1,532 -10.6% 35,743
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.560 83.670 80.424
R3 82.935 82.045 79.977
R2 81.310 81.310 79.828
R1 80.420 80.420 79.679 80.053
PP 79.685 79.685 79.685 79.501
S1 78.795 78.795 79.381 78.428
S2 78.060 78.060 79.232
S3 76.435 77.170 79.083
S4 74.810 75.545 78.636
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 78.950 3.400 4.3% 1.535 1.9% 17% False True 11,884
10 82.350 76.875 5.475 6.9% 1.670 2.1% 48% False False 6,519
20 82.350 70.875 11.475 14.4% 1.525 1.9% 75% False False 3,436
40 82.350 68.525 13.825 17.4% 1.349 1.7% 80% False False 1,757
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 0.323
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.481
2.618 84.829
1.618 83.204
1.000 82.200
0.618 81.579
HIGH 80.575
0.618 79.954
0.500 79.763
0.382 79.571
LOW 78.950
0.618 77.946
1.000 77.325
1.618 76.321
2.618 74.696
4.250 72.044
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 79.763 80.650
PP 79.685 80.277
S1 79.608 79.903

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

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