NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 78.400 79.450 1.050 1.3% 74.250
High 79.700 79.700 0.000 0.0% 78.000
Low 77.750 78.525 0.775 1.0% 74.025
Close 78.950 79.700 0.750 0.9% 77.170
Range 1.950 1.175 -0.775 -39.7% 3.975
ATR 1.153 1.155 0.002 0.1% 0.000
Volume 96 93 -3 -3.1% 138
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.833 82.442 80.346
R3 81.658 81.267 80.023
R2 80.483 80.483 79.915
R1 80.092 80.092 79.808 80.288
PP 79.308 79.308 79.308 79.406
S1 78.917 78.917 79.592 79.113
S2 78.133 78.133 79.485
S3 76.958 77.742 79.377
S4 75.783 76.567 79.054
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 88.323 86.722 79.356
R3 84.348 82.747 78.263
R2 80.373 80.373 77.899
R1 78.772 78.772 77.534 79.573
PP 76.398 76.398 76.398 76.799
S1 74.797 74.797 76.806 75.598
S2 72.423 72.423 76.441
S3 68.448 70.822 76.077
S4 64.473 66.847 74.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.700 76.500 3.200 4.0% 1.270 1.6% 100% True False 66
10 79.700 73.475 6.225 7.8% 1.173 1.5% 100% True False 54
20 79.700 68.425 11.275 14.1% 1.065 1.3% 100% True False 35
40 79.700 68.425 11.275 14.1% 0.998 1.3% 100% True False 22
60 79.700 68.425 11.275 14.1% 0.738 0.9% 100% True False 16
80 79.700 67.350 12.350 15.5% 0.580 0.7% 100% True False 12
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.210
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.694
2.618 82.776
1.618 81.601
1.000 80.875
0.618 80.426
HIGH 79.700
0.618 79.251
0.500 79.113
0.382 78.974
LOW 78.525
0.618 77.799
1.000 77.350
1.618 76.624
2.618 75.449
4.250 73.531
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 79.504 79.167
PP 79.308 78.633
S1 79.113 78.100

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

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