NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 80.000 79.400 -0.600 -0.8% 76.700
High 80.125 79.400 -0.725 -0.9% 80.200
Low 79.950 78.200 -1.750 -2.2% 76.700
Close 79.640 78.020 -1.620 -2.0% 79.990
Range 0.175 1.200 1.025 585.7% 3.500
ATR 0.449 0.520 0.071 15.7% 0.000
Volume 1 17 16 1,600.0% 9
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.140 81.280 78.680
R3 80.940 80.080 78.350
R2 79.740 79.740 78.240
R1 78.880 78.880 78.130 78.710
PP 78.540 78.540 78.540 78.455
S1 77.680 77.680 77.910 77.510
S2 77.340 77.340 77.800
S3 76.140 76.480 77.690
S4 74.940 75.280 77.360
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 78.200 2.000 2.6% 0.325 0.4% -9% False True 4
10 80.200 75.550 4.650 6.0% 0.163 0.2% 53% False False 3
20 80.200 71.400 8.800 11.3% 0.111 0.1% 75% False False 6
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 0.005
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 84.500
2.618 82.542
1.618 81.342
1.000 80.600
0.618 80.142
HIGH 79.400
0.618 78.942
0.500 78.800
0.382 78.658
LOW 78.200
0.618 77.458
1.000 77.000
1.618 76.258
2.618 75.058
4.250 73.100
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 78.800 79.200
PP 78.540 78.807
S1 78.280 78.413

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

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