NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 77.900 79.850 1.950 2.5% 76.700
High 78.000 79.850 1.850 2.4% 80.200
Low 76.750 79.850 3.100 4.0% 76.700
Close 77.960 80.420 2.460 3.2% 79.990
Range 1.250 0.000 -1.250 -100.0% 3.500
ATR 0.574 0.668 0.094 16.4% 0.000
Volume 15 43 28 186.7% 9
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.040 80.230 80.420
R3 80.040 80.230 80.420
R2 80.040 80.040 80.420
R1 80.230 80.230 80.420 80.135
PP 80.040 80.040 80.040 79.993
S1 80.230 80.230 80.420 80.135
S2 80.040 80.040 80.420
S3 80.040 80.230 80.420
S4 80.040 80.230 80.420
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 76.750 3.450 4.3% 0.525 0.7% 106% False False 16
10 80.200 76.150 4.050 5.0% 0.288 0.4% 105% False False 8
20 80.200 71.830 8.370 10.4% 0.171 0.2% 103% False False 9
Crabel Price Patterns
NR True
NR4 True
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 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.850
2.618 79.850
1.618 79.850
1.000 79.850
0.618 79.850
HIGH 79.850
0.618 79.850
0.500 79.850
0.382 79.850
LOW 79.850
0.618 79.850
1.000 79.850
1.618 79.850
2.618 79.850
4.250 79.850
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 80.230 79.713
PP 80.040 79.007
S1 79.850 78.300

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

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