NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 75.600 75.475 -0.125 -0.2% 72.500
High 75.925 77.350 1.425 1.9% 74.625
Low 74.600 75.450 0.850 1.1% 72.225
Close 75.770 77.290 1.520 2.0% 74.540
Range 1.325 1.900 0.575 43.4% 2.400
ATR 1.026 1.088 0.062 6.1% 0.000
Volume 7 55 48 685.7% 176
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.397 81.743 78.335
R3 80.497 79.843 77.813
R2 78.597 78.597 77.638
R1 77.943 77.943 77.464 78.270
PP 76.697 76.697 76.697 76.860
S1 76.043 76.043 77.116 76.370
S2 74.797 74.797 76.942
S3 72.897 74.143 76.768
S4 70.997 72.243 76.245
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 77.350 73.475 3.875 5.0% 1.075 1.4% 98% True False 42
10 77.350 71.300 6.050 7.8% 0.940 1.2% 99% True False 27
20 77.350 68.425 8.925 11.5% 1.090 1.4% 99% True False 22
40 77.350 68.425 8.925 11.5% 0.923 1.2% 99% True False 14
60 77.350 68.425 8.925 11.5% 0.649 0.8% 99% True False 11
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 0.110
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 85.425
2.618 82.324
1.618 80.424
1.000 79.250
0.618 78.524
HIGH 77.350
0.618 76.624
0.500 76.400
0.382 76.176
LOW 75.450
0.618 74.276
1.000 73.550
1.618 72.376
2.618 70.476
4.250 67.375
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 76.993 76.756
PP 76.697 76.222
S1 76.400 75.688

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

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