NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 86.400 85.800 -0.600 -0.7% 80.375
High 87.575 88.275 0.700 0.8% 83.000
Low 85.700 85.800 0.100 0.1% 77.800
Close 86.190 88.040 1.850 2.1% 82.740
Range 1.875 2.475 0.600 32.0% 5.200
ATR 1.864 1.907 0.044 2.3% 0.000
Volume 4,394 6,672 2,278 51.8% 3,811
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 94.797 93.893 89.401
R3 92.322 91.418 88.721
R2 89.847 89.847 88.494
R1 88.943 88.943 88.267 89.395
PP 87.372 87.372 87.372 87.598
S1 86.468 86.468 87.813 86.920
S2 84.897 84.897 87.586
S3 82.422 83.993 87.359
S4 79.947 81.518 86.679
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 88.275 81.825 6.450 7.3% 2.330 2.6% 96% True False 2,998
10 88.275 77.800 10.475 11.9% 2.140 2.4% 98% True False 1,782
20 88.275 77.350 10.925 12.4% 1.994 2.3% 98% True False 1,153
40 88.275 69.125 19.150 21.8% 1.545 1.8% 99% True False 597
60 88.275 68.425 19.850 22.5% 1.323 1.5% 99% True False 401
80 88.275 68.425 19.850 22.5% 1.065 1.2% 99% True False 302
100 88.275 67.980 20.295 23.1% 0.878 1.0% 99% True False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.268
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.794
2.618 94.755
1.618 92.280
1.000 90.750
0.618 89.805
HIGH 88.275
0.618 87.330
0.500 87.038
0.382 86.745
LOW 85.800
0.618 84.270
1.000 83.325
1.618 81.795
2.618 79.320
4.250 75.281
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 87.706 87.589
PP 87.372 87.138
S1 87.038 86.688

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

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