NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 80.325 79.850 -0.475 -0.6% 81.375
High 80.875 81.750 0.875 1.1% 83.750
Low 79.550 78.900 -0.650 -0.8% 78.450
Close 79.940 81.440 1.500 1.9% 81.660
Range 1.325 2.850 1.525 115.1% 5.300
ATR 1.743 1.822 0.079 4.5% 0.000
Volume 14,787 16,701 1,914 12.9% 91,016
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 89.247 88.193 83.008
R3 86.397 85.343 82.224
R2 83.547 83.547 81.963
R1 82.493 82.493 81.701 83.020
PP 80.697 80.697 80.697 80.960
S1 79.643 79.643 81.179 80.170
S2 77.847 77.847 80.918
S3 74.997 76.793 80.656
S4 72.147 73.943 79.873
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 78.875 4.875 6.0% 2.120 2.6% 53% False False 18,777
10 83.750 78.450 5.300 6.5% 2.018 2.5% 56% False False 17,495
20 83.750 74.550 9.200 11.3% 1.859 2.3% 75% False False 10,150
40 83.750 68.525 15.225 18.7% 1.587 1.9% 85% False False 5,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.468
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 93.863
2.618 89.211
1.618 86.361
1.000 84.600
0.618 83.511
HIGH 81.750
0.618 80.661
0.500 80.325
0.382 79.989
LOW 78.900
0.618 77.139
1.000 76.050
1.618 74.289
2.618 71.439
4.250 66.788
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 81.068 81.064
PP 80.697 80.688
S1 80.325 80.313

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

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