NYMEX miNY Light Sweet Crude Oil Future December 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 79.075 81.625 2.550 3.2% 80.275
High 81.675 82.425 0.750 0.9% 82.425
Low 79.000 80.225 1.225 1.6% 77.350
Close 81.510 80.480 -1.030 -1.3% 80.480
Range 2.675 2.200 -0.475 -17.8% 5.075
ATR 1.412 1.468 0.056 4.0% 0.000
Volume 819 711 -108 -13.2% 2,904
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 87.643 86.262 81.690
R3 85.443 84.062 81.085
R2 83.243 83.243 80.883
R1 81.862 81.862 80.682 81.453
PP 81.043 81.043 81.043 80.839
S1 79.662 79.662 80.278 79.253
S2 78.843 78.843 80.077
S3 76.643 77.462 79.875
S4 74.443 75.262 79.270
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 95.310 92.970 83.271
R3 90.235 87.895 81.876
R2 85.160 85.160 81.410
R1 82.820 82.820 80.945 83.990
PP 80.085 80.085 80.085 80.670
S1 77.745 77.745 80.015 78.915
S2 75.010 75.010 79.550
S3 69.935 72.670 79.084
S4 64.860 67.595 77.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.425 77.350 5.075 6.3% 1.915 2.4% 62% True False 580
10 82.425 76.500 5.925 7.4% 1.740 2.2% 67% True False 371
20 82.425 72.225 10.200 12.7% 1.321 1.6% 81% True False 201
40 82.425 68.425 14.000 17.4% 1.211 1.5% 86% True False 107
60 82.425 68.425 14.000 17.4% 0.939 1.2% 86% True False 73
80 82.425 68.425 14.000 17.4% 0.737 0.9% 86% True False 55
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 0.420
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.775
2.618 88.185
1.618 85.985
1.000 84.625
0.618 83.785
HIGH 82.425
0.618 81.585
0.500 81.325
0.382 81.065
LOW 80.225
0.618 78.865
1.000 78.025
1.618 76.665
2.618 74.465
4.250 70.875
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 81.325 80.283
PP 81.043 80.085
S1 80.762 79.888

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

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