NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 86.450 87.425 0.975 1.1% 80.925
High 88.150 88.875 0.725 0.8% 83.975
Low 86.125 86.900 0.775 0.9% 78.350
Close 87.425 87.400 -0.025 0.0% 83.690
Range 2.025 1.975 -0.050 -2.5% 5.625
ATR 1.984 1.984 -0.001 0.0% 0.000
Volume 16,152 26,054 9,902 61.3% 83,275
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 93.650 92.500 88.486
R3 91.675 90.525 87.943
R2 89.700 89.700 87.762
R1 88.550 88.550 87.581 88.138
PP 87.725 87.725 87.725 87.519
S1 86.575 86.575 87.219 86.163
S2 85.750 85.750 87.038
S3 83.775 84.600 86.857
S4 81.800 82.625 86.314
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 98.880 96.910 86.784
R3 93.255 91.285 85.237
R2 87.630 87.630 84.721
R1 85.660 85.660 84.206 86.645
PP 82.005 82.005 82.005 82.498
S1 80.035 80.035 83.174 81.020
S2 76.380 76.380 82.659
S3 70.755 74.410 82.143
S4 65.130 68.785 80.596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.875 81.250 7.625 8.7% 2.175 2.5% 81% True False 17,660
10 88.875 78.350 10.525 12.0% 2.218 2.5% 86% True False 17,720
20 88.875 78.350 10.525 12.0% 2.056 2.4% 86% True False 17,547
40 88.875 68.750 20.125 23.0% 1.759 2.0% 93% True False 9,156
60 88.875 68.525 20.350 23.3% 1.536 1.8% 93% True False 6,113
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 0.423
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.269
2.618 94.046
1.618 92.071
1.000 90.850
0.618 90.096
HIGH 88.875
0.618 88.121
0.500 87.888
0.382 87.654
LOW 86.900
0.618 85.679
1.000 84.925
1.618 83.704
2.618 81.729
4.250 78.506
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 87.888 86.996
PP 87.725 86.592
S1 87.563 86.188

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

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