NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 80.200 80.000 -0.200 -0.2% 76.700
High 80.200 80.125 -0.075 -0.1% 80.200
Low 80.200 79.950 -0.250 -0.3% 76.700
Close 79.990 79.640 -0.350 -0.4% 79.990
Range 0.000 0.175 0.175 3.500
ATR 0.470 0.449 -0.021 -4.5% 0.000
Volume 4 1 -3 -75.0% 9
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.430 80.210 79.736
R3 80.255 80.035 79.688
R2 80.080 80.080 79.672
R1 79.860 79.860 79.656 79.883
PP 79.905 79.905 79.905 79.916
S1 79.685 79.685 79.624 79.708
S2 79.730 79.730 79.608
S3 79.555 79.510 79.592
S4 79.380 79.335 79.544
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 89.463 88.227 81.915
R3 85.963 84.727 80.953
R2 82.463 82.463 80.632
R1 81.227 81.227 80.311 81.845
PP 78.963 78.963 78.963 79.273
S1 77.727 77.727 79.669 78.345
S2 75.463 75.463 79.348
S3 71.963 74.227 79.028
S4 68.463 70.727 78.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.200 78.060 2.140 2.7% 0.085 0.1% 74% False False 1
10 80.200 74.700 5.500 6.9% 0.043 0.1% 90% False False 2
20 80.200 70.170 10.030 12.6% 0.051 0.1% 94% False False 6
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 0.005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.869
2.618 80.583
1.618 80.408
1.000 80.300
0.618 80.233
HIGH 80.125
0.618 80.058
0.500 80.038
0.382 80.017
LOW 79.950
0.618 79.842
1.000 79.775
1.618 79.667
2.618 79.492
4.250 79.206
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 80.038 79.610
PP 79.905 79.580
S1 79.773 79.550

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

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