NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 79.325 79.225 -0.100 -0.1% 80.275
High 79.400 79.700 0.300 0.4% 82.425
Low 77.950 78.650 0.700 0.9% 77.350
Close 79.040 79.020 -0.020 0.0% 80.480
Range 1.450 1.050 -0.400 -27.6% 5.075
ATR 1.519 1.485 -0.033 -2.2% 0.000
Volume 336 392 56 16.7% 2,904
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.273 81.697 79.598
R3 81.223 80.647 79.309
R2 80.173 80.173 79.213
R1 79.597 79.597 79.116 79.360
PP 79.123 79.123 79.123 79.005
S1 78.547 78.547 78.924 78.310
S2 78.073 78.073 78.828
S3 77.023 77.497 78.731
S4 75.973 76.447 78.443
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 95.310 92.970 83.271
R3 90.235 87.895 81.876
R2 85.160 85.160 81.410
R1 82.820 82.820 80.945 83.990
PP 80.085 80.085 80.085 80.670
S1 77.745 77.745 80.015 78.915
S2 75.010 75.010 79.550
S3 69.935 72.670 79.084
S4 64.860 67.595 77.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.425 77.950 4.475 5.7% 1.925 2.4% 24% False False 620
10 82.425 77.350 5.075 6.4% 1.728 2.2% 33% False False 501
20 82.425 73.475 8.950 11.3% 1.450 1.8% 62% False False 277
40 82.425 68.425 14.000 17.7% 1.255 1.6% 76% False False 146
60 82.425 68.425 14.000 17.7% 1.018 1.3% 76% False False 99
80 82.425 68.425 14.000 17.7% 0.796 1.0% 76% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.388
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.163
2.618 82.449
1.618 81.399
1.000 80.750
0.618 80.349
HIGH 79.700
0.618 79.299
0.500 79.175
0.382 79.051
LOW 78.650
0.618 78.001
1.000 77.600
1.618 76.951
2.618 75.901
4.250 74.188
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 79.175 79.375
PP 79.123 79.257
S1 79.072 79.138

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

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