NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 87.150 89.775 2.625 3.0% 83.850
High 89.775 90.075 0.300 0.3% 90.075
Low 87.125 87.850 0.725 0.8% 83.500
Close 89.470 88.600 -0.870 -1.0% 88.600
Range 2.650 2.225 -0.425 -16.0% 6.575
ATR 2.031 2.045 0.014 0.7% 0.000
Volume 29,165 18,824 -10,341 -35.5% 103,761
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 95.517 94.283 89.824
R3 93.292 92.058 89.212
R2 91.067 91.067 89.008
R1 89.833 89.833 88.804 89.338
PP 88.842 88.842 88.842 88.594
S1 87.608 87.608 88.396 87.113
S2 86.617 86.617 88.192
S3 84.392 85.383 87.988
S4 82.167 83.158 87.376
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 107.117 104.433 92.216
R3 100.542 97.858 90.408
R2 93.967 93.967 89.805
R1 91.283 91.283 89.203 92.625
PP 87.392 87.392 87.392 88.063
S1 84.708 84.708 87.997 86.050
S2 80.817 80.817 87.395
S3 74.242 78.133 86.792
S4 67.667 71.558 84.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.075 83.500 6.575 7.4% 2.410 2.7% 78% True False 20,752
10 90.075 78.350 11.725 13.2% 2.303 2.6% 87% True False 18,703
20 90.075 78.350 11.725 13.2% 2.129 2.4% 87% True False 18,585
40 90.075 69.875 20.200 22.8% 1.817 2.1% 93% True False 10,339
60 90.075 68.525 21.550 24.3% 1.576 1.8% 93% True False 6,913
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 0.338
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.531
2.618 95.900
1.618 93.675
1.000 92.300
0.618 91.450
HIGH 90.075
0.618 89.225
0.500 88.963
0.382 88.700
LOW 87.850
0.618 86.475
1.000 85.625
1.618 84.250
2.618 82.025
4.250 78.394
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 88.963 88.563
PP 88.842 88.525
S1 88.721 88.488

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

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