NYMEX miNY Light Sweet Crude Oil Future January 2008

Trading Metrics calculated at close of trading on 28-Sep-2007

Day Change Summary
	Previous	Current
	27-Sep-2007	28-Sep-2007	Change	Change %	Previous Week
Open	79.850	79.850	0.000	0.0%	80.000
High	79.850	80.875	1.025	1.3%	80.875
Low	79.850	79.375	-0.475	-0.6%	76.750
Close	80.420	79.580	-0.840	-1.0%	79.580
Range	0.000	1.500	1.500		4.125
ATR	0.668	0.727	0.059	8.9%	0.000
Volume	43	1	-42	-97.7%	77

Daily Pivots for day following 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	84.443	83.512	80.405
R3	82.943	82.012	79.993
R2	81.443	81.443	79.855
R1	80.512	80.512	79.718	80.228
PP	79.943	79.943	79.943	79.801
S1	79.012	79.012	79.443	78.728
S2	78.443	78.443	79.305
S3	76.943	77.512	79.168
S4	75.443	76.012	78.755

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	91.443	89.637	81.849
R3	87.318	85.512	80.714
R2	83.193	83.193	80.336
R1	81.387	81.387	79.958	80.228
PP	79.068	79.068	79.068	78.489
S1	77.262	77.262	79.202	76.103
S2	74.943	74.943	78.824
S3	70.818	73.137	78.446
S4	66.693	69.012	77.311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.875	76.750	4.125	5.2%	0.825	1.0%	69%	True	False	15
10	80.875	76.700	4.175	5.2%	0.438	0.5%	69%	True	False	8
20	80.875	71.830	9.045	11.4%	0.246	0.3%	86%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	87.250
2.618	84.802
1.618	83.302
1.000	82.375
0.618	81.802
HIGH	80.875
0.618	80.302
0.500	80.125
0.382	79.948
LOW	79.375
0.618	78.448
1.000	77.875
1.618	76.948
2.618	75.448
4.250	73.000

Fisher Pivots for day following 28-Sep-2007
Pivot	1 day	3 day
R1	80.125	79.324
PP	79.943	79.068
S1	79.762	78.813

Download as Excel Spreadsheet

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

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