NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 79.125 80.200 1.075 1.4% 81.575
High 81.075 81.350 0.275 0.3% 82.000
Low 78.400 79.700 1.300 1.7% 78.875
Close 80.260 81.300 1.040 1.3% 81.220
Range 2.675 1.650 -1.025 -38.3% 3.125
ATR 1.918 1.899 -0.019 -1.0% 0.000
Volume 18,847 18,684 -163 -0.9% 93,659
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 85.733 85.167 82.208
R3 84.083 83.517 81.754
R2 82.433 82.433 81.603
R1 81.867 81.867 81.451 82.150
PP 80.783 80.783 80.783 80.925
S1 80.217 80.217 81.149 80.500
S2 79.133 79.133 80.998
S3 77.483 78.567 80.846
S4 75.833 76.917 80.393
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.073 88.772 82.939
R3 86.948 85.647 82.079
R2 83.823 83.823 81.793
R1 82.522 82.522 81.506 81.610
PP 80.698 80.698 80.698 80.243
S1 79.397 79.397 80.934 78.485
S2 77.573 77.573 80.647
S3 74.448 76.272 80.361
S4 71.323 73.147 79.501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.750 78.350 3.400 4.2% 2.260 2.8% 87% False False 17,781
10 83.750 78.350 5.400 6.6% 2.160 2.7% 55% False False 19,091
20 83.750 77.275 6.475 8.0% 1.939 2.4% 62% False False 13,634
40 83.750 68.525 15.225 18.7% 1.687 2.1% 84% False False 6,959
60 83.750 68.525 15.225 18.7% 1.433 1.8% 84% False False 4,642
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 0.465
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.363
2.618 85.670
1.618 84.020
1.000 83.000
0.618 82.370
HIGH 81.350
0.618 80.720
0.500 80.525
0.382 80.330
LOW 79.700
0.618 78.680
1.000 78.050
1.618 77.030
2.618 75.380
4.250 72.688
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 81.042 80.817
PP 80.783 80.333
S1 80.525 79.850

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

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