NYMEX miNY Light Sweet Crude Oil Future December 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 73.400 73.475 0.075 0.1% 70.675
High 73.500 74.275 0.775 1.1% 72.625
Low 72.800 73.475 0.675 0.9% 69.800
Close 73.550 74.170 0.620 0.8% 72.460
Range 0.700 0.800 0.100 14.3% 2.825
ATR 1.068 1.049 -0.019 -1.8% 0.000
Volume 30 39 9 30.0% 74
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 76.373 76.072 74.610
R3 75.573 75.272 74.390
R2 74.773 74.773 74.317
R1 74.472 74.472 74.243 74.623
PP 73.973 73.973 73.973 74.049
S1 73.672 73.672 74.097 73.823
S2 73.173 73.173 74.023
S3 72.373 72.872 73.950
S4 71.573 72.072 73.730
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 74.275 71.900 2.375 3.2% 0.740 1.0% 96% True False 19
10 74.275 69.125 5.150 6.9% 0.948 1.3% 98% True False 18
20 74.275 68.425 5.850 7.9% 1.038 1.4% 98% True False 17
40 75.900 68.425 7.475 10.1% 0.822 1.1% 77% False False 11
60 75.900 68.425 7.475 10.1% 0.585 0.8% 77% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.675
2.618 76.369
1.618 75.569
1.000 75.075
0.618 74.769
HIGH 74.275
0.618 73.969
0.500 73.875
0.382 73.781
LOW 73.475
0.618 72.981
1.000 72.675
1.618 72.181
2.618 71.381
4.250 70.075
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 74.072 73.863
PP 73.973 73.557
S1 73.875 73.250

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

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