NYMEX miNY Light Sweet Crude Oil Future December 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 73.700 74.250 0.550 0.7% 72.500
High 74.625 74.450 -0.175 -0.2% 74.625
Low 73.700 74.025 0.325 0.4% 72.225
Close 74.540 75.080 0.540 0.7% 74.540
Range 0.925 0.425 -0.500 -54.1% 2.400
ATR 1.040 1.003 -0.038 -3.6% 0.000
Volume 90 22 -68 -75.6% 176
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 75.793 75.862 75.314
R3 75.368 75.437 75.197
R2 74.943 74.943 75.158
R1 75.012 75.012 75.119 74.978
PP 74.518 74.518 74.518 74.501
S1 74.587 74.587 75.041 74.553
S2 74.093 74.093 75.002
S3 73.668 74.162 74.963
S4 73.243 73.737 74.846
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.997 80.168 75.860
R3 78.597 77.768 75.200
R2 76.197 76.197 74.980
R1 75.368 75.368 74.760 75.783
PP 73.797 73.797 73.797 74.004
S1 72.968 72.968 74.320 73.383
S2 71.397 71.397 74.100
S3 68.997 70.568 73.880
S4 66.597 68.168 73.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.625 72.225 2.400 3.2% 0.765 1.0% 119% False False 37
10 74.625 70.100 4.525 6.0% 0.888 1.2% 110% False False 26
20 74.625 68.425 6.200 8.3% 1.024 1.4% 107% False False 21
40 75.900 68.425 7.475 10.0% 0.856 1.1% 89% False False 13
60 75.900 68.425 7.475 10.0% 0.608 0.8% 89% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 76.256
2.618 75.563
1.618 75.138
1.000 74.875
0.618 74.713
HIGH 74.450
0.618 74.288
0.500 74.238
0.382 74.187
LOW 74.025
0.618 73.762
1.000 73.600
1.618 73.337
2.618 72.912
4.250 72.219
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 74.799 74.737
PP 74.518 74.393
S1 74.238 74.050

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

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