NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 72.500 72.500 0.000 0.0% 70.675
High 73.000 73.200 0.200 0.3% 72.625
Low 72.500 72.225 -0.275 -0.4% 69.800
Close 72.750 73.360 0.610 0.8% 72.460
Range 0.500 0.975 0.475 95.0% 2.825
ATR 1.106 1.097 -0.009 -0.8% 0.000
Volume 9 8 -1 -11.1% 74
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 75.853 75.582 73.896
R3 74.878 74.607 73.628
R2 73.903 73.903 73.539
R1 73.632 73.632 73.449 73.768
PP 72.928 72.928 72.928 72.996
S1 72.657 72.657 73.271 72.793
S2 71.953 71.953 73.181
S3 70.978 71.682 73.092
S4 70.003 70.707 72.824
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.103 79.107 74.014
R3 77.278 76.282 73.237
R2 74.453 74.453 72.978
R1 73.457 73.457 72.719 73.955
PP 71.628 71.628 71.628 71.878
S1 70.632 70.632 72.201 71.130
S2 68.803 68.803 71.942
S3 65.978 67.807 71.683
S4 63.153 64.982 70.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.200 70.250 2.950 4.0% 1.015 1.4% 105% True False 12
10 73.200 68.425 4.775 6.5% 0.988 1.3% 103% True False 14
20 73.200 68.425 4.775 6.5% 1.029 1.4% 103% True False 14
40 75.900 68.425 7.475 10.2% 0.784 1.1% 66% False False 9
60 75.900 68.425 7.475 10.2% 0.566 0.8% 66% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.150
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.344
2.618 75.753
1.618 74.778
1.000 74.175
0.618 73.803
HIGH 73.200
0.618 72.828
0.500 72.713
0.382 72.597
LOW 72.225
0.618 71.622
1.000 71.250
1.618 70.647
2.618 69.672
4.250 68.081
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 73.144 73.090
PP 72.928 72.820
S1 72.713 72.550

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

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