NYMEX miNY Light Sweet Crude Oil Future January 2008


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 78.130 77.500 -0.630 -0.8% 80.000
High 78.400 77.975 -0.425 -0.5% 80.875
Low 78.000 77.500 -0.500 -0.6% 76.750
Close 78.100 79.830 1.730 2.2% 79.580
Range 0.400 0.475 0.075 18.8% 4.125
ATR 0.801 0.787 -0.014 -1.8% 0.000
Volume 1 1 0 0.0% 77
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 79.860 80.320 80.091
R3 79.385 79.845 79.961
R2 78.910 78.910 79.917
R1 79.370 79.370 79.874 79.140
PP 78.435 78.435 78.435 78.320
S1 78.895 78.895 79.786 78.665
S2 77.960 77.960 79.743
S3 77.485 78.420 79.699
S4 77.010 77.945 79.569
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 77.275 3.600 4.5% 1.015 1.3% 71% False False 10
10 80.875 76.750 4.125 5.2% 0.770 1.0% 75% False False 13
20 80.875 73.350 7.525 9.4% 0.425 0.5% 86% False False 8
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 0.078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.994
2.618 79.219
1.618 78.744
1.000 78.450
0.618 78.269
HIGH 77.975
0.618 77.794
0.500 77.738
0.382 77.681
LOW 77.500
0.618 77.206
1.000 77.025
1.618 76.731
2.618 76.256
4.250 75.481
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 79.133 79.166
PP 78.435 78.502
S1 77.738 77.838

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

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