NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 83.000 81.575 -1.425 -1.7% 81.375
High 83.750 82.000 -1.750 -2.1% 83.750
Low 81.400 79.450 -1.950 -2.4% 78.450
Close 81.660 80.240 -1.420 -1.7% 81.660
Range 2.350 2.550 0.200 8.5% 5.300
ATR 1.736 1.795 0.058 3.3% 0.000
Volume 21,685 22,840 1,155 5.3% 91,016
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 88.213 86.777 81.643
R3 85.663 84.227 80.941
R2 83.113 83.113 80.708
R1 81.677 81.677 80.474 81.120
PP 80.563 80.563 80.563 80.285
S1 79.127 79.127 80.006 78.570
S2 78.013 78.013 79.773
S3 75.463 76.577 79.539
S4 72.913 74.027 78.838
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 97.187 94.723 84.575
R3 91.887 89.423 83.118
R2 86.587 86.587 82.632
R1 84.123 84.123 82.146 85.355
PP 81.287 81.287 81.287 81.903
S1 78.823 78.823 81.174 80.055
S2 75.987 75.987 80.688
S3 70.687 73.523 80.203
S4 65.387 68.223 78.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.750 78.450 5.300 6.6% 2.290 2.9% 34% False False 19,893
10 83.750 78.450 5.300 6.6% 1.965 2.4% 34% False False 14,860
20 83.750 72.850 10.900 13.6% 1.788 2.2% 68% False False 7,732
40 83.750 68.525 15.225 19.0% 1.499 1.9% 77% False False 3,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.430
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.838
2.618 88.676
1.618 86.126
1.000 84.550
0.618 83.576
HIGH 82.000
0.618 81.026
0.500 80.725
0.382 80.424
LOW 79.450
0.618 77.874
1.000 76.900
1.618 75.324
2.618 72.774
4.250 68.613
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 80.725 81.600
PP 80.563 81.147
S1 80.402 80.693

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

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