NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 74.300 75.150 0.850 1.1% 71.075
High 75.225 75.925 0.700 0.9% 74.450
Low 73.500 74.725 1.225 1.7% 70.200
Close 75.080 75.730 0.650 0.9% 74.040
Range 1.725 1.200 -0.525 -30.4% 4.250
ATR 1.665 1.632 -0.033 -2.0% 0.000
Volume 9,146 12,712 3,566 39.0% 51,499
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 79.060 78.595 76.390
R3 77.860 77.395 76.060
R2 76.660 76.660 75.950
R1 76.195 76.195 75.840 76.428
PP 75.460 75.460 75.460 75.576
S1 74.995 74.995 75.620 75.228
S2 74.260 74.260 75.510
S3 73.060 73.795 75.400
S4 71.860 72.595 75.070
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.647 84.093 76.378
R3 81.397 79.843 75.209
R2 77.147 77.147 74.819
R1 75.593 75.593 74.430 76.370
PP 72.897 72.897 72.897 73.285
S1 71.343 71.343 73.650 72.120
S2 68.647 68.647 73.261
S3 64.397 67.093 72.871
S4 60.147 62.843 71.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.925 71.400 4.525 6.0% 1.485 2.0% 96% True False 10,845
10 75.925 68.650 7.275 9.6% 1.505 2.0% 97% True False 11,441
20 75.925 68.650 7.275 9.6% 1.685 2.2% 97% True False 6,899
40 78.125 68.650 9.475 12.5% 1.641 2.2% 75% False False 3,632
60 78.125 68.510 9.615 12.7% 1.214 1.6% 75% False False 2,423
80 78.125 65.950 12.175 16.1% 0.917 1.2% 80% False False 1,819
Crabel Price Patterns
NR True
NR4 False
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 0.483
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.025
2.618 79.067
1.618 77.867
1.000 77.125
0.618 76.667
HIGH 75.925
0.618 75.467
0.500 75.325
0.382 75.183
LOW 74.725
0.618 73.983
1.000 73.525
1.618 72.783
2.618 71.583
4.250 69.625
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 75.595 75.378
PP 75.460 75.027
S1 75.325 74.675

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

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