NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 80.575 79.400 -1.175 -1.5% 77.500
High 80.575 80.825 0.250 0.3% 82.350
Low 78.950 78.450 -0.500 -0.6% 77.275
Close 79.530 80.300 0.770 1.0% 81.620
Range 1.625 2.375 0.750 46.2% 5.075
ATR 1.549 1.608 0.059 3.8% 0.000
Volume 12,857 17,259 4,402 34.2% 35,743
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 86.983 86.017 81.606
R3 84.608 83.642 80.953
R2 82.233 82.233 80.735
R1 81.267 81.267 80.518 81.750
PP 79.858 79.858 79.858 80.100
S1 78.892 78.892 80.082 79.375
S2 77.483 77.483 79.865
S3 75.108 76.517 79.647
S4 72.733 74.142 78.994
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 78.450 3.900 4.9% 1.730 2.2% 47% False True 14,345
10 82.350 77.275 5.075 6.3% 1.718 2.1% 60% False False 8,178
20 82.350 72.025 10.325 12.9% 1.545 1.9% 80% False False 4,295
40 82.350 68.525 13.825 17.2% 1.394 1.7% 85% False False 2,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.418
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.919
2.618 87.043
1.618 84.668
1.000 83.200
0.618 82.293
HIGH 80.825
0.618 79.918
0.500 79.638
0.382 79.357
LOW 78.450
0.618 76.982
1.000 76.075
1.618 74.607
2.618 72.232
4.250 68.356
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 80.079 80.208
PP 79.858 80.117
S1 79.638 80.025

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

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