NYMEX miNY Light Sweet Crude Oil Future November 2007

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	80.525	81.675	1.150	1.4%	77.500
High	81.900	82.350	0.450	0.5%	82.350
Low	80.275	80.550	0.275	0.3%	77.275
Close	81.780	81.620	-0.160	-0.2%	81.620
Range	1.625	1.800	0.175	10.8%	5.075
ATR	1.514	1.535	0.020	1.3%	0.000
Volume	15,482	11,740	-3,742	-24.2%	35,743

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	86.907	86.063	82.610
R3	85.107	84.263	82.115
R2	83.307	83.307	81.950
R1	82.463	82.463	81.785	81.985
PP	81.507	81.507	81.507	81.268
S1	80.663	80.663	81.455	80.185
S2	79.707	79.707	81.290
S3	77.907	78.863	81.125
S4	76.107	77.063	80.630

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	95.640	93.705	84.411
R3	90.565	88.630	83.016
R2	85.490	85.490	82.550
R1	83.555	83.555	82.085	84.523
PP	80.415	80.415	80.415	80.899
S1	78.480	78.480	81.155	79.448
S2	75.340	75.340	80.690
S3	70.265	73.405	80.224
S4	65.190	68.330	78.829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.350	77.275	5.075	6.2%	1.920	2.4%	86%	True	False	7,148
10	82.350	74.550	7.800	9.6%	1.770	2.2%	91%	True	False	3,912
20	82.350	69.875	12.475	15.3%	1.505	1.8%	94%	True	False	2,094
40	82.350	68.525	13.825	16.9%	1.299	1.6%	95%	True	False	1,077

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	0.450
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.000
2.618	87.062
1.618	85.262
1.000	84.150
0.618	83.462
HIGH	82.350
0.618	81.662
0.500	81.450
0.382	81.238
LOW	80.550
0.618	79.438
1.000	78.750
1.618	77.638
2.618	75.838
4.250	72.900

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	81.563	81.438
PP	81.507	81.257
S1	81.450	81.075

Download as Excel Spreadsheet

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

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