NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 79.750 77.275 -2.475 -3.1% 80.000
High 79.775 78.200 -1.575 -2.0% 80.875
Low 78.000 77.275 -0.725 -0.9% 76.750
Close 78.500 78.170 -0.330 -0.4% 79.580
Range 1.775 0.925 -0.850 -47.9% 4.125
ATR 0.802 0.832 0.030 3.8% 0.000
Volume 18 30 12 66.7% 77
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 80.657 80.338 78.679
R3 79.732 79.413 78.424
R2 78.807 78.807 78.340
R1 78.488 78.488 78.255 78.648
PP 77.882 77.882 77.882 77.961
S1 77.563 77.563 78.085 77.723
S2 76.957 76.957 78.000
S3 76.032 76.638 77.916
S4 75.107 75.713 77.661
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 5.3% 1.090 1.4% 34% False False 21
10 80.875 76.750 4.125 5.3% 0.708 0.9% 34% False False 13
20 80.875 72.700 8.175 10.5% 0.381 0.5% 67% False False 10
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 0.065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.131
2.618 80.622
1.618 79.697
1.000 79.125
0.618 78.772
HIGH 78.200
0.618 77.847
0.500 77.738
0.382 77.628
LOW 77.275
0.618 76.703
1.000 76.350
1.618 75.778
2.618 74.853
4.250 73.344
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 78.026 79.075
PP 77.882 78.773
S1 77.738 78.472

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

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