NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 75.500 75.450 -0.050 -0.1% 73.300
High 75.775 77.100 1.325 1.7% 76.250
Low 74.675 74.550 -0.125 -0.2% 72.850
Close 75.620 76.260 0.640 0.8% 75.620
Range 1.100 2.550 1.450 131.8% 3.400
ATR 1.284 1.374 0.090 7.0% 0.000
Volume 672 673 1 0.1% 1,844
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 83.620 82.490 77.663
R3 81.070 79.940 76.961
R2 78.520 78.520 76.728
R1 77.390 77.390 76.494 77.955
PP 75.970 75.970 75.970 76.253
S1 74.840 74.840 76.026 75.405
S2 73.420 73.420 75.793
S3 70.870 72.290 75.559
S4 68.320 69.740 74.858
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 77.100 72.850 4.250 5.6% 1.585 2.1% 80% True False 466
10 77.100 70.775 6.325 8.3% 1.333 1.7% 87% True False 326
20 77.100 68.525 8.575 11.2% 1.355 1.8% 90% True False 225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.295
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 87.938
2.618 83.776
1.618 81.226
1.000 79.650
0.618 78.676
HIGH 77.100
0.618 76.126
0.500 75.825
0.382 75.524
LOW 74.550
0.618 72.974
1.000 72.000
1.618 70.424
2.618 67.874
4.250 63.713
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 76.115 76.082
PP 75.970 75.903
S1 75.825 75.725

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

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