NYMEX miNY Light Sweet Crude Oil Future December 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 78.675 79.075 0.400 0.5% 76.850
High 79.475 81.675 2.200 2.8% 81.175
Low 77.350 79.000 1.650 2.1% 76.500
Close 78.860 81.510 2.650 3.4% 80.640
Range 2.125 2.675 0.550 25.9% 4.675
ATR 1.304 1.412 0.108 8.3% 0.000
Volume 577 819 242 41.9% 813
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 88.753 87.807 82.981
R3 86.078 85.132 82.246
R2 83.403 83.403 82.000
R1 82.457 82.457 81.755 82.930
PP 80.728 80.728 80.728 80.965
S1 79.782 79.782 81.265 80.255
S2 78.053 78.053 81.020
S3 75.378 77.107 80.774
S4 72.703 74.432 80.039
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 93.463 91.727 83.211
R3 88.788 87.052 81.926
R2 84.113 84.113 81.497
R1 82.377 82.377 81.069 83.245
PP 79.438 79.438 79.438 79.873
S1 77.702 77.702 80.211 78.570
S2 74.763 74.763 79.783
S3 70.088 73.027 79.354
S4 65.413 68.352 78.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.675 77.350 4.325 5.3% 1.760 2.2% 96% True False 517
10 81.675 76.500 5.175 6.3% 1.618 2.0% 97% True False 302
20 81.675 71.900 9.775 12.0% 1.248 1.5% 98% True False 166
40 81.675 68.425 13.250 16.3% 1.162 1.4% 99% True False 90
60 81.675 68.425 13.250 16.3% 0.902 1.1% 99% True False 61
80 81.675 67.980 13.695 16.8% 0.709 0.9% 99% True False 46
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 0.363
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 93.044
2.618 88.678
1.618 86.003
1.000 84.350
0.618 83.328
HIGH 81.675
0.618 80.653
0.500 80.338
0.382 80.022
LOW 79.000
0.618 77.347
1.000 76.325
1.618 74.672
2.618 71.997
4.250 67.631
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 81.119 80.844
PP 80.728 80.178
S1 80.338 79.513

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

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