NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 82.800 85.400 2.600 3.1% 80.375
High 85.600 88.150 2.550 3.0% 83.000
Low 82.525 85.100 2.575 3.1% 77.800
Close 85.130 86.580 1.450 1.7% 82.740
Range 3.075 3.050 -0.025 -0.8% 5.200
ATR 1.771 1.863 0.091 5.2% 0.000
Volume 760 1,866 1,106 145.5% 3,811
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.760 94.220 88.258
R3 92.710 91.170 87.419
R2 89.660 89.660 87.139
R1 88.120 88.120 86.860 88.890
PP 86.610 86.610 86.610 86.995
S1 85.070 85.070 86.300 85.840
S2 83.560 83.560 86.021
S3 80.510 82.020 85.741
S4 77.460 78.970 84.903
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 96.780 94.960 85.600
R3 91.580 89.760 84.170
R2 86.380 86.380 83.693
R1 84.560 84.560 83.217 85.470
PP 81.180 81.180 81.180 81.635
S1 79.360 79.360 82.263 80.270
S2 75.980 75.980 81.787
S3 70.780 74.160 81.310
S4 65.580 68.960 79.880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.150 79.075 9.075 10.5% 2.215 2.6% 83% True False 1,083
10 88.150 77.800 10.350 12.0% 2.083 2.4% 85% True False 751
20 88.150 77.350 10.800 12.5% 1.911 2.2% 85% True False 611
40 88.150 68.425 19.725 22.8% 1.484 1.7% 92% True False 321
60 88.150 68.425 19.725 22.8% 1.312 1.5% 92% True False 217
80 88.150 68.425 19.725 22.8% 1.029 1.2% 92% True False 164
100 88.150 67.175 20.975 24.2% 0.835 1.0% 93% True False 134
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 0.305
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.113
2.618 96.135
1.618 93.085
1.000 91.200
0.618 90.035
HIGH 88.150
0.618 86.985
0.500 86.625
0.382 86.265
LOW 85.100
0.618 83.215
1.000 82.050
1.618 80.165
2.618 77.115
4.250 72.138
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 86.625 86.049
PP 86.610 85.518
S1 86.595 84.988

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

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