NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 81.575 80.300 -1.275 -1.6% 81.375
High 82.000 80.400 -1.600 -2.0% 83.750
Low 79.450 78.875 -0.575 -0.7% 78.450
Close 80.240 80.050 -0.190 -0.2% 81.660
Range 2.550 1.525 -1.025 -40.2% 5.300
ATR 1.795 1.775 -0.019 -1.1% 0.000
Volume 22,840 17,872 -4,968 -21.8% 91,016
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.350 83.725 80.889
R3 82.825 82.200 80.469
R2 81.300 81.300 80.330
R1 80.675 80.675 80.190 80.225
PP 79.775 79.775 79.775 79.550
S1 79.150 79.150 79.910 78.700
S2 78.250 78.250 79.770
S3 76.725 77.625 79.631
S4 75.200 76.100 79.211
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% 2.270 2.8% 30% False False 20,896
10 83.750 78.450 5.300 6.6% 1.903 2.4% 30% False False 16,390
20 83.750 73.900 9.850 12.3% 1.789 2.2% 62% False False 8,616
40 83.750 68.525 15.225 19.0% 1.516 1.9% 76% False False 4,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.383
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.881
2.618 84.392
1.618 82.867
1.000 81.925
0.618 81.342
HIGH 80.400
0.618 79.817
0.500 79.638
0.382 79.458
LOW 78.875
0.618 77.933
1.000 77.350
1.618 76.408
2.618 74.883
4.250 72.394
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 79.913 81.313
PP 79.775 80.892
S1 79.638 80.471

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

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