NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 74.875 75.500 0.625 0.8% 73.300
High 76.250 75.775 -0.475 -0.6% 76.250
Low 74.350 74.675 0.325 0.4% 72.850
Close 75.310 75.620 0.310 0.4% 75.620
Range 1.900 1.100 -0.800 -42.1% 3.400
ATR 1.298 1.284 -0.014 -1.1% 0.000
Volume 455 672 217 47.7% 1,844
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 78.657 78.238 76.225
R3 77.557 77.138 75.923
R2 76.457 76.457 75.822
R1 76.038 76.038 75.721 76.248
PP 75.357 75.357 75.357 75.461
S1 74.938 74.938 75.519 75.148
S2 74.257 74.257 75.418
S3 73.157 73.838 75.318
S4 72.057 72.738 75.015
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 85.107 83.763 77.490
R3 81.707 80.363 76.555
R2 78.307 78.307 76.243
R1 76.963 76.963 75.932 77.635
PP 74.907 74.907 74.907 75.243
S1 73.563 73.563 75.308 74.235
S2 71.507 71.507 74.997
S3 68.107 70.163 74.685
S4 64.707 66.763 73.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.250 72.850 3.400 4.5% 1.195 1.6% 81% False False 368
10 76.250 69.875 6.375 8.4% 1.240 1.6% 90% False False 275
20 76.250 68.525 7.725 10.2% 1.298 1.7% 92% False False 192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.265
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.450
2.618 78.655
1.618 77.555
1.000 76.875
0.618 76.455
HIGH 75.775
0.618 75.355
0.500 75.225
0.382 75.095
LOW 74.675
0.618 73.995
1.000 73.575
1.618 72.895
2.618 71.795
4.250 70.000
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 75.488 75.438
PP 75.357 75.257
S1 75.225 75.075

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

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