NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 77.500 79.500 2.000 2.6% 75.450
High 79.900 81.075 1.175 1.5% 79.075
Low 77.275 78.925 1.650 2.1% 74.550
Close 79.380 80.230 0.850 1.1% 78.090
Range 2.625 2.150 -0.475 -18.1% 4.525
ATR 1.465 1.514 0.049 3.3% 0.000
Volume 994 2,571 1,577 158.7% 3,383
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 86.527 85.528 81.413
R3 84.377 83.378 80.821
R2 82.227 82.227 80.624
R1 81.228 81.228 80.427 81.728
PP 80.077 80.077 80.077 80.326
S1 79.078 79.078 80.033 79.578
S2 77.927 77.927 79.836
S3 75.777 76.928 79.639
S4 73.627 74.778 79.048
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 90.813 88.977 80.579
R3 86.288 84.452 79.334
R2 81.763 81.763 78.920
R1 79.927 79.927 78.505 80.845
PP 77.238 77.238 77.238 77.698
S1 75.402 75.402 77.675 76.320
S2 72.713 72.713 77.260
S3 68.188 70.877 76.846
S4 63.663 66.352 75.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.075 76.875 4.200 5.2% 1.805 2.2% 80% True False 1,153
10 81.075 73.900 7.175 8.9% 1.675 2.1% 88% True False 843
20 81.075 68.525 12.550 15.6% 1.468 1.8% 93% True False 529
40 81.075 68.525 12.550 15.6% 1.289 1.6% 93% True False 273
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 0.440
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.213
2.618 86.704
1.618 84.554
1.000 83.225
0.618 82.404
HIGH 81.075
0.618 80.254
0.500 80.000
0.382 79.746
LOW 78.925
0.618 77.596
1.000 76.775
1.618 75.446
2.618 73.296
4.250 69.788
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 80.153 79.878
PP 80.077 79.527
S1 80.000 79.175

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

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