NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 79.450 79.475 0.025 0.0% 74.250
High 79.700 80.725 1.025 1.3% 78.000
Low 78.525 79.200 0.675 0.9% 74.025
Close 79.700 80.640 0.940 1.2% 77.170
Range 1.175 1.525 0.350 29.8% 3.975
ATR 1.155 1.181 0.026 2.3% 0.000
Volume 93 141 48 51.6% 138
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.763 84.227 81.479
R3 83.238 82.702 81.059
R2 81.713 81.713 80.920
R1 81.177 81.177 80.780 81.445
PP 80.188 80.188 80.188 80.323
S1 79.652 79.652 80.500 79.920
S2 78.663 78.663 80.360
S3 77.138 78.127 80.221
S4 75.613 76.602 79.801
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 80.725 76.500 4.225 5.2% 1.475 1.8% 98% True False 86
10 80.725 73.700 7.025 8.7% 1.245 1.5% 99% True False 64
20 80.725 69.125 11.600 14.4% 1.096 1.4% 99% True False 41
40 80.725 68.425 12.300 15.3% 0.988 1.2% 99% True False 26
60 80.725 68.425 12.300 15.3% 0.755 0.9% 99% True False 18
80 80.725 67.980 12.745 15.8% 0.599 0.7% 99% True False 14
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 0.238
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.206
2.618 84.717
1.618 83.192
1.000 82.250
0.618 81.667
HIGH 80.725
0.618 80.142
0.500 79.963
0.382 79.783
LOW 79.200
0.618 78.258
1.000 77.675
1.618 76.733
2.618 75.208
4.250 72.719
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 80.414 80.173
PP 80.188 79.705
S1 79.963 79.238

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

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