NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 77.275 78.130 0.855 1.1% 80.000
High 78.200 78.400 0.200 0.3% 80.875
Low 77.275 78.000 0.725 0.9% 76.750
Close 78.170 78.100 -0.070 -0.1% 79.580
Range 0.925 0.400 -0.525 -56.8% 4.125
ATR 0.832 0.801 -0.031 -3.7% 0.000
Volume 30 1 -29 -96.7% 77
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 79.367 79.133 78.320
R3 78.967 78.733 78.210
R2 78.567 78.567 78.173
R1 78.333 78.333 78.137 78.250
PP 78.167 78.167 78.167 78.125
S1 77.933 77.933 78.063 77.850
S2 77.767 77.767 78.027
S3 77.367 77.533 77.990
S4 76.967 77.133 77.880
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 77.275 3.600 4.6% 0.920 1.2% 23% False False 18
10 80.875 76.750 4.125 5.3% 0.748 1.0% 33% False False 13
20 80.875 73.340 7.535 9.6% 0.401 0.5% 63% False False 9
Crabel Price Patterns
NR True
NR4 True
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 0.078
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.100
2.618 79.447
1.618 79.047
1.000 78.800
0.618 78.647
HIGH 78.400
0.618 78.247
0.500 78.200
0.382 78.153
LOW 78.000
0.618 77.753
1.000 77.600
1.618 77.353
2.618 76.953
4.250 76.300
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 78.200 78.525
PP 78.167 78.383
S1 78.133 78.242

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

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