NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 75.150 75.850 0.700 0.9% 71.075
High 75.925 77.525 1.600 2.1% 74.450
Low 74.725 75.325 0.600 0.8% 70.200
Close 75.730 76.300 0.570 0.8% 74.040
Range 1.200 2.200 1.000 83.3% 4.250
ATR 1.632 1.672 0.041 2.5% 0.000
Volume 12,712 9,973 -2,739 -21.5% 51,499
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.983 81.842 77.510
R3 80.783 79.642 76.905
R2 78.583 78.583 76.703
R1 77.442 77.442 76.502 78.013
PP 76.383 76.383 76.383 76.669
S1 75.242 75.242 76.098 75.813
S2 74.183 74.183 75.897
S3 71.983 73.042 75.695
S4 69.783 70.842 75.090
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 77.525 72.750 4.775 6.3% 1.475 1.9% 74% True False 10,788
10 77.525 69.025 8.500 11.1% 1.555 2.0% 86% True False 10,900
20 77.525 68.650 8.875 11.6% 1.738 2.3% 86% True False 7,376
40 78.125 68.650 9.475 12.4% 1.691 2.2% 81% False False 3,881
60 78.125 68.650 9.475 12.4% 1.250 1.6% 81% False False 2,589
80 78.125 65.950 12.175 16.0% 0.944 1.2% 85% False False 1,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.460
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.875
2.618 83.285
1.618 81.085
1.000 79.725
0.618 78.885
HIGH 77.525
0.618 76.685
0.500 76.425
0.382 76.165
LOW 75.325
0.618 73.965
1.000 73.125
1.618 71.765
2.618 69.565
4.250 65.975
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 76.425 76.038
PP 76.383 75.775
S1 76.342 75.513

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

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