NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 24-Sep-2007

Day Change Summary
	Previous	Current
	21-Sep-2007	24-Sep-2007	Change	Change %	Previous Week
Open	80.200	80.000	-0.200	-0.2%	76.700
High	80.200	80.125	-0.075	-0.1%	80.200
Low	80.200	79.950	-0.250	-0.3%	76.700
Close	79.990	79.640	-0.350	-0.4%	79.990
Range	0.000	0.175	0.175		3.500
ATR	0.470	0.449	-0.021	-4.5%	0.000
Volume	4	1	-3	-75.0%	9

Daily Pivots for day following 24-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	80.430	80.210	79.736
R3	80.255	80.035	79.688
R2	80.080	80.080	79.672
R1	79.860	79.860	79.656	79.883
PP	79.905	79.905	79.905	79.916
S1	79.685	79.685	79.624	79.708
S2	79.730	79.730	79.608
S3	79.555	79.510	79.592
S4	79.380	79.335	79.544

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	89.463	88.227	81.915
R3	85.963	84.727	80.953
R2	82.463	82.463	80.632
R1	81.227	81.227	80.311	81.845
PP	78.963	78.963	78.963	79.273
S1	77.727	77.727	79.669	78.345
S2	75.463	75.463	79.348
S3	71.963	74.227	79.028
S4	68.463	70.727	78.065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.200	78.060	2.140	2.7%	0.085	0.1%	74%	False	False	1
10	80.200	74.700	5.500	6.9%	0.043	0.1%	90%	False	False	2
20	80.200	70.170	10.030	12.6%	0.051	0.1%	94%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.869
2.618	80.583
1.618	80.408
1.000	80.300
0.618	80.233
HIGH	80.125
0.618	80.058
0.500	80.038
0.382	80.017
LOW	79.950
0.618	79.842
1.000	79.775
1.618	79.667
2.618	79.492
4.250	79.206

Fisher Pivots for day following 24-Sep-2007
Pivot	1 day	3 day
R1	80.038	79.610
PP	79.905	79.580
S1	79.773	79.550

Download as Excel Spreadsheet

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

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