NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 78.880 78.900 0.020 0.0% 74.250
High 78.880 79.150 0.270 0.3% 76.150
Low 78.880 78.900 0.020 0.0% 74.250
Close 78.880 79.850 0.970 1.2% 76.490
Range 0.000 0.250 0.250 1.900
ATR 0.496 0.480 -0.016 -3.3% 0.000
Volume 1 1 0 0.0% 30
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.050 80.200 79.988
R3 79.800 79.950 79.919
R2 79.550 79.550 79.896
R1 79.700 79.700 79.873 79.625
PP 79.300 79.300 79.300 79.263
S1 79.450 79.450 79.827 79.375
S2 79.050 79.050 79.804
S3 78.800 79.200 79.781
S4 78.550 78.950 79.713
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 81.330 80.810 77.535
R3 79.430 78.910 77.013
R2 77.530 77.530 76.838
R1 77.010 77.010 76.664 77.270
PP 75.630 75.630 75.630 75.760
S1 75.110 75.110 76.316 75.370
S2 73.730 73.730 76.142
S3 71.830 73.210 75.968
S4 69.930 71.310 75.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.150 76.150 3.000 3.8% 0.050 0.1% 123% True False 1
10 79.150 73.350 5.800 7.3% 0.080 0.1% 112% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 80.213
2.618 79.805
1.618 79.555
1.000 79.400
0.618 79.305
HIGH 79.150
0.618 79.055
0.500 79.025
0.382 78.996
LOW 78.900
0.618 78.746
1.000 78.650
1.618 78.496
2.618 78.246
4.250 77.838
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 79.575 79.435
PP 79.300 79.020
S1 79.025 78.605

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

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