NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 73.300 73.300 0.000 0.0% 70.475
High 73.900 74.350 0.450 0.6% 73.575
Low 73.300 72.850 -0.450 -0.6% 69.875
Close 73.550 74.260 0.710 1.0% 73.320
Range 0.600 1.500 0.900 150.0% 3.700
ATR 1.264 1.280 0.017 1.3% 0.000
Volume 184 178 -6 -3.3% 914
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 78.320 77.790 75.085
R3 76.820 76.290 74.673
R2 75.320 75.320 74.535
R1 74.790 74.790 74.398 75.055
PP 73.820 73.820 73.820 73.953
S1 73.290 73.290 74.123 73.555
S2 72.320 72.320 73.985
S3 70.820 71.790 73.848
S4 69.320 70.290 73.435
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.357 82.038 75.355
R3 79.657 78.338 74.338
R2 75.957 75.957 73.998
R1 74.638 74.638 73.659 75.298
PP 72.257 72.257 72.257 72.586
S1 70.938 70.938 72.981 71.598
S2 68.557 68.557 72.642
S3 64.857 67.238 72.303
S4 61.157 63.538 71.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.350 70.875 3.475 4.7% 1.215 1.6% 97% True False 174
10 74.350 68.525 5.825 7.8% 1.260 1.7% 98% True False 215
20 74.350 68.525 5.825 7.8% 1.244 1.7% 98% True False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.250
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.725
2.618 78.277
1.618 76.777
1.000 75.850
0.618 75.277
HIGH 74.350
0.618 73.777
0.500 73.600
0.382 73.423
LOW 72.850
0.618 71.923
1.000 71.350
1.618 70.423
2.618 68.923
4.250 66.475
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 74.040 74.015
PP 73.820 73.770
S1 73.600 73.525

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

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