NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 74.350 74.875 0.525 0.7% 70.475
High 74.775 76.250 1.475 2.0% 73.575
Low 73.900 74.350 0.450 0.6% 69.875
Close 74.670 75.310 0.640 0.9% 73.320
Range 0.875 1.900 1.025 117.1% 3.700
ATR 1.251 1.298 0.046 3.7% 0.000
Volume 355 455 100 28.2% 914
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 81.003 80.057 76.355
R3 79.103 78.157 75.833
R2 77.203 77.203 75.658
R1 76.257 76.257 75.484 76.730
PP 75.303 75.303 75.303 75.540
S1 74.357 74.357 75.136 74.830
S2 73.403 73.403 74.962
S3 71.503 72.457 74.788
S4 69.603 70.557 74.265
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 76.250 72.700 3.550 4.7% 1.150 1.5% 74% True False 271
10 76.250 69.250 7.000 9.3% 1.293 1.7% 87% True False 231
20 76.250 68.525 7.725 10.3% 1.315 1.7% 88% True False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.263
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.325
2.618 81.224
1.618 79.324
1.000 78.150
0.618 77.424
HIGH 76.250
0.618 75.524
0.500 75.300
0.382 75.076
LOW 74.350
0.618 73.176
1.000 72.450
1.618 71.276
2.618 69.376
4.250 66.275
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 75.307 75.057
PP 75.303 74.803
S1 75.300 74.550

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

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