NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 72.700 73.300 0.600 0.8% 70.475
High 73.575 73.900 0.325 0.4% 73.575
Low 72.700 73.300 0.600 0.8% 69.875
Close 73.320 73.550 0.230 0.3% 73.320
Range 0.875 0.600 -0.275 -31.4% 3.700
ATR 1.315 1.264 -0.051 -3.9% 0.000
Volume 184 184 0 0.0% 914
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 75.383 75.067 73.880
R3 74.783 74.467 73.715
R2 74.183 74.183 73.660
R1 73.867 73.867 73.605 74.025
PP 73.583 73.583 73.583 73.663
S1 73.267 73.267 73.495 73.425
S2 72.983 72.983 73.440
S3 72.383 72.667 73.385
S4 71.783 72.067 73.220
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.357 82.038 75.355
R3 79.657 78.338 74.338
R2 75.957 75.957 73.998
R1 74.638 74.638 73.659 75.298
PP 72.257 72.257 72.257 72.586
S1 70.938 70.938 72.981 71.598
S2 68.557 68.557 72.642
S3 64.857 67.238 72.303
S4 61.157 63.538 71.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.900 70.775 3.125 4.2% 1.080 1.5% 89% True False 186
10 73.900 68.525 5.375 7.3% 1.358 1.8% 93% True False 210
20 73.900 68.525 5.375 7.3% 1.210 1.6% 93% True False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.270
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 76.450
2.618 75.471
1.618 74.871
1.000 74.500
0.618 74.271
HIGH 73.900
0.618 73.671
0.500 73.600
0.382 73.529
LOW 73.300
0.618 72.929
1.000 72.700
1.618 72.329
2.618 71.729
4.250 70.750
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 73.600 73.354
PP 73.583 73.158
S1 73.567 72.963

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

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