NYMEX miNY Light Sweet Crude Oil Future November 2007

Trading Metrics calculated at close of trading on 12-Sep-2007

Day Change Summary
	Previous	Current
	11-Sep-2007	12-Sep-2007	Change	Change %	Previous Week
Open	76.500	76.875	0.375	0.5%	73.300
High	77.100	78.775	1.675	2.2%	76.250
Low	75.800	76.875	1.075	1.4%	72.850
Close	77.000	78.540	1.540	2.0%	75.620
Range	1.300	1.900	0.600	46.2%	3.400
ATR	1.369	1.407	0.038	2.8%	0.000
Volume	508	667	159	31.3%	1,844

Daily Pivots for day following 12-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.763	83.052	79.585
R3	81.863	81.152	79.063
R2	79.963	79.963	78.888
R1	79.252	79.252	78.714	79.608
PP	78.063	78.063	78.063	78.241
S1	77.352	77.352	78.366	77.708
S2	76.163	76.163	78.192
S3	74.263	75.452	78.018
S4	72.363	73.552	77.495

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	85.107	83.763	77.490
R3	81.707	80.363	76.555
R2	78.307	78.307	76.243
R1	76.963	76.963	75.932	77.635
PP	74.907	74.907	74.907	75.243
S1	73.563	73.563	75.308	74.235
S2	71.507	71.507	74.997
S3	68.107	70.163	74.685
S4	64.707	66.763	73.750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.775	74.350	4.425	5.6%	1.750	2.2%	95%	True	False	595
10	78.775	72.025	6.750	8.6%	1.373	1.7%	97%	True	False	412
20	78.775	68.525	10.250	13.1%	1.435	1.8%	98%	True	False	283
40	78.775	68.525	10.250	13.1%	1.180	1.5%	98%	True	False	146

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	0.348
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.850
2.618	83.749
1.618	81.849
1.000	80.675
0.618	79.949
HIGH	78.775
0.618	78.049
0.500	77.825
0.382	77.601
LOW	76.875
0.618	75.701
1.000	74.975
1.618	73.801
2.618	71.901
4.250	68.800

Fisher Pivots for day following 12-Sep-2007
Pivot	1 day	3 day
R1	78.302	77.914
PP	78.063	77.288
S1	77.825	76.663

Download as Excel Spreadsheet

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

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