NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 78.700 78.775 0.075 0.1% 79.750
High 79.325 79.850 0.525 0.7% 80.100
Low 77.300 78.650 1.350 1.7% 77.275
Close 78.830 79.940 1.110 1.4% 79.940
Range 2.025 1.200 -0.825 -40.7% 2.825
ATR 0.976 0.992 0.016 1.6% 0.000
Volume 7 8 1 14.3% 61
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 83.080 82.710 80.600
R3 81.880 81.510 80.270
R2 80.680 80.680 80.160
R1 80.310 80.310 80.050 80.495
PP 79.480 79.480 79.480 79.573
S1 79.110 79.110 79.830 79.295
S2 78.280 78.280 79.720
S3 77.080 77.910 79.610
S4 75.880 76.710 79.280
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 87.580 86.585 81.494
R3 84.755 83.760 80.717
R2 81.930 81.930 80.458
R1 80.935 80.935 80.199 81.433
PP 79.105 79.105 79.105 79.354
S1 78.110 78.110 79.681 78.608
S2 76.280 76.280 79.422
S3 73.455 75.285 79.163
S4 70.630 72.460 78.386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.100 77.300 2.800 3.5% 1.235 1.5% 94% False False 5
10 80.875 77.275 3.600 4.5% 1.078 1.3% 74% False False 12
20 80.875 76.000 4.875 6.1% 0.683 0.9% 81% False False 8
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 0.173
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.950
2.618 82.992
1.618 81.792
1.000 81.050
0.618 80.592
HIGH 79.850
0.618 79.392
0.500 79.250
0.382 79.108
LOW 78.650
0.618 77.908
1.000 77.450
1.618 76.708
2.618 75.508
4.250 73.550
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 79.710 79.485
PP 79.480 79.030
S1 79.250 78.575

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

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