NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 79.400 80.550 1.150 1.4% 77.500
High 80.825 83.050 2.225 2.8% 82.350
Low 78.450 80.500 2.050 2.6% 77.275
Close 80.300 82.880 2.580 3.2% 81.620
Range 2.375 2.550 0.175 7.4% 5.075
ATR 1.608 1.689 0.082 5.1% 0.000
Volume 17,259 24,826 7,567 43.8% 35,743
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 89.793 88.887 84.283
R3 87.243 86.337 83.581
R2 84.693 84.693 83.348
R1 83.787 83.787 83.114 84.240
PP 82.143 82.143 82.143 82.370
S1 81.237 81.237 82.646 81.690
S2 79.593 79.593 82.413
S3 77.043 78.687 82.179
S4 74.493 76.137 81.478
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 83.050 78.450 4.600 5.6% 1.915 2.3% 96% True False 16,214
10 83.050 77.275 5.775 7.0% 1.870 2.3% 97% True False 10,582
20 83.050 72.700 10.350 12.5% 1.616 2.0% 98% True False 5,524
40 83.050 68.525 14.525 17.5% 1.449 1.7% 99% True False 2,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.383
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.888
2.618 89.726
1.618 87.176
1.000 85.600
0.618 84.626
HIGH 83.050
0.618 82.076
0.500 81.775
0.382 81.474
LOW 80.500
0.618 78.924
1.000 77.950
1.618 76.374
2.618 73.824
4.250 69.663
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 82.512 82.170
PP 82.143 81.460
S1 81.775 80.750

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

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