NYMEX miNY Light Sweet Crude Oil Future January 2008


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 79.850 79.850 0.000 0.0% 80.000
High 79.850 80.875 1.025 1.3% 80.875
Low 79.850 79.375 -0.475 -0.6% 76.750
Close 80.420 79.580 -0.840 -1.0% 79.580
Range 0.000 1.500 1.500 4.125
ATR 0.668 0.727 0.059 8.9% 0.000
Volume 43 1 -42 -97.7% 77
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.443 83.512 80.405
R3 82.943 82.012 79.993
R2 81.443 81.443 79.855
R1 80.512 80.512 79.718 80.228
PP 79.943 79.943 79.943 79.801
S1 79.012 79.012 79.443 78.728
S2 78.443 78.443 79.305
S3 76.943 77.512 79.168
S4 75.443 76.012 78.755
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 91.443 89.637 81.849
R3 87.318 85.512 80.714
R2 83.193 83.193 80.336
R1 81.387 81.387 79.958 80.228
PP 79.068 79.068 79.068 78.489
S1 77.262 77.262 79.202 76.103
S2 74.943 74.943 78.824
S3 70.818 73.137 78.446
S4 66.693 69.012 77.311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.875 76.750 4.125 5.2% 0.825 1.0% 69% True False 15
10 80.875 76.700 4.175 5.2% 0.438 0.5% 69% True False 8
20 80.875 71.830 9.045 11.4% 0.246 0.3% 86% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 87.250
2.618 84.802
1.618 83.302
1.000 82.375
0.618 81.802
HIGH 80.875
0.618 80.302
0.500 80.125
0.382 79.948
LOW 79.375
0.618 78.448
1.000 77.875
1.618 76.948
2.618 75.448
4.250 73.000
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 80.125 79.324
PP 79.943 79.068
S1 79.762 78.813

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

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