NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 74.250 75.600 1.350 1.8% 72.500
High 74.450 75.925 1.475 2.0% 74.625
Low 74.025 74.600 0.575 0.8% 72.225
Close 75.080 75.770 0.690 0.9% 74.540
Range 0.425 1.325 0.900 211.8% 2.400
ATR 1.003 1.026 0.023 2.3% 0.000
Volume 22 7 -15 -68.2% 176
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 79.407 78.913 76.499
R3 78.082 77.588 76.134
R2 76.757 76.757 76.013
R1 76.263 76.263 75.891 76.510
PP 75.432 75.432 75.432 75.555
S1 74.938 74.938 75.649 75.185
S2 74.107 74.107 75.527
S3 72.782 73.613 75.406
S4 71.457 72.288 75.041
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 75.925 72.800 3.125 4.1% 0.835 1.1% 95% True False 37
10 75.925 70.250 5.675 7.5% 0.925 1.2% 97% True False 24
20 75.925 68.425 7.500 9.9% 1.090 1.4% 98% True False 20
40 75.925 68.425 7.500 9.9% 0.889 1.2% 98% True False 13
60 75.925 68.425 7.500 9.9% 0.630 0.8% 98% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.145
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.556
2.618 79.394
1.618 78.069
1.000 77.250
0.618 76.744
HIGH 75.925
0.618 75.419
0.500 75.263
0.382 75.106
LOW 74.600
0.618 73.781
1.000 73.275
1.618 72.456
2.618 71.131
4.250 68.969
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 75.601 75.451
PP 75.432 75.132
S1 75.263 74.813

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

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