NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 73.550 74.300 0.750 1.0% 71.075
High 74.450 75.225 0.775 1.0% 74.450
Low 73.425 73.500 0.075 0.1% 70.200
Close 74.040 75.080 1.040 1.4% 74.040
Range 1.025 1.725 0.700 68.3% 4.250
ATR 1.660 1.665 0.005 0.3% 0.000
Volume 10,127 9,146 -981 -9.7% 51,499
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 79.777 79.153 76.029
R3 78.052 77.428 75.554
R2 76.327 76.327 75.396
R1 75.703 75.703 75.238 76.015
PP 74.602 74.602 74.602 74.758
S1 73.978 73.978 74.922 74.290
S2 72.877 72.877 74.764
S3 71.152 72.253 74.606
S4 69.427 70.528 74.131
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.647 84.093 76.378
R3 81.397 79.843 75.209
R2 77.147 77.147 74.819
R1 75.593 75.593 74.430 76.370
PP 72.897 72.897 72.897 73.285
S1 71.343 71.343 73.650 72.120
S2 68.647 68.647 73.261
S3 64.397 67.093 72.871
S4 60.147 62.843 71.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.225 71.200 4.025 5.4% 1.460 1.9% 96% True False 10,253
10 75.225 68.650 6.575 8.8% 1.648 2.2% 98% True False 11,222
20 75.225 68.650 6.575 8.8% 1.694 2.3% 98% True False 6,299
40 78.125 68.650 9.475 12.6% 1.621 2.2% 68% False False 3,314
60 78.125 67.670 10.455 13.9% 1.194 1.6% 71% False False 2,211
80 78.125 65.950 12.175 16.2% 0.902 1.2% 75% False False 1,661
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.500
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.556
2.618 79.741
1.618 78.016
1.000 76.950
0.618 76.291
HIGH 75.225
0.618 74.566
0.500 74.363
0.382 74.159
LOW 73.500
0.618 72.434
1.000 71.775
1.618 70.709
2.618 68.984
4.250 66.169
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 74.841 74.716
PP 74.602 74.352
S1 74.363 73.988

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

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