NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 72.500 73.400 0.900 1.2% 70.675
High 73.200 73.500 0.300 0.4% 72.625
Low 72.225 72.800 0.575 0.8% 69.800
Close 73.360 73.550 0.190 0.3% 72.460
Range 0.975 0.700 -0.275 -28.2% 2.825
ATR 1.097 1.068 -0.028 -2.6% 0.000
Volume 8 30 22 275.0% 74
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 75.383 75.167 73.935
R3 74.683 74.467 73.743
R2 73.983 73.983 73.678
R1 73.767 73.767 73.614 73.875
PP 73.283 73.283 73.283 73.338
S1 73.067 73.067 73.486 73.175
S2 72.583 72.583 73.422
S3 71.883 72.367 73.358
S4 71.183 71.667 73.165
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 73.500 71.300 2.200 3.0% 0.805 1.1% 102% True False 13
10 73.500 68.425 5.075 6.9% 0.958 1.3% 101% True False 16
20 73.500 68.425 5.075 6.9% 1.060 1.4% 101% True False 15
40 75.900 68.425 7.475 10.2% 0.802 1.1% 69% False False 10
60 75.900 68.425 7.475 10.2% 0.578 0.8% 69% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.130
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.475
2.618 75.333
1.618 74.633
1.000 74.200
0.618 73.933
HIGH 73.500
0.618 73.233
0.500 73.150
0.382 73.067
LOW 72.800
0.618 72.367
1.000 72.100
1.618 71.667
2.618 70.967
4.250 69.825
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 73.417 73.321
PP 73.283 73.092
S1 73.150 72.863

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

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