NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 80.550 83.000 2.450 3.0% 81.375
High 83.050 83.750 0.700 0.8% 83.750
Low 80.500 81.400 0.900 1.1% 78.450
Close 82.880 81.660 -1.220 -1.5% 81.660
Range 2.550 2.350 -0.200 -7.8% 5.300
ATR 1.689 1.736 0.047 2.8% 0.000
Volume 24,826 21,685 -3,141 -12.7% 91,016
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 89.320 87.840 82.953
R3 86.970 85.490 82.306
R2 84.620 84.620 82.091
R1 83.140 83.140 81.875 82.705
PP 82.270 82.270 82.270 82.053
S1 80.790 80.790 81.445 80.355
S2 79.920 79.920 81.229
S3 77.570 78.440 81.014
S4 75.220 76.090 80.368
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 97.187 94.723 84.575
R3 91.887 89.423 83.118
R2 86.587 86.587 82.632
R1 84.123 84.123 82.146 85.355
PP 81.287 81.287 81.287 81.903
S1 78.823 78.823 81.174 80.055
S2 75.987 75.987 80.688
S3 70.687 73.523 80.203
S4 65.387 68.223 78.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.750 78.450 5.300 6.5% 2.025 2.5% 61% True False 18,203
10 83.750 77.275 6.475 7.9% 1.973 2.4% 68% True False 12,675
20 83.750 72.850 10.900 13.3% 1.690 2.1% 81% True False 6,599
40 83.750 68.525 15.225 18.6% 1.485 1.8% 86% True False 3,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.410
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.738
2.618 89.902
1.618 87.552
1.000 86.100
0.618 85.202
HIGH 83.750
0.618 82.852
0.500 82.575
0.382 82.298
LOW 81.400
0.618 79.948
1.000 79.050
1.618 77.598
2.618 75.248
4.250 71.413
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 82.575 81.473
PP 82.270 81.287
S1 81.965 81.100

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

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