NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 75.450 76.500 1.050 1.4% 73.300
High 77.100 77.100 0.000 0.0% 76.250
Low 74.550 75.800 1.250 1.7% 72.850
Close 76.260 77.000 0.740 1.0% 75.620
Range 2.550 1.300 -1.250 -49.0% 3.400
ATR 1.374 1.369 -0.005 -0.4% 0.000
Volume 673 508 -165 -24.5% 1,844
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.533 80.067 77.715
R3 79.233 78.767 77.358
R2 77.933 77.933 77.238
R1 77.467 77.467 77.119 77.700
PP 76.633 76.633 76.633 76.750
S1 76.167 76.167 76.881 76.400
S2 75.333 75.333 76.762
S3 74.033 74.867 76.643
S4 72.733 73.567 76.285
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 85.107 83.763 77.490
R3 81.707 80.363 76.555
R2 78.307 78.307 76.243
R1 76.963 76.963 75.932 77.635
PP 74.907 74.907 74.907 75.243
S1 73.563 73.563 75.308 74.235
S2 71.507 71.507 74.997
S3 68.107 70.163 74.685
S4 64.707 66.763 73.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.100 73.900 3.200 4.2% 1.545 2.0% 97% True False 532
10 77.100 70.875 6.225 8.1% 1.380 1.8% 98% True False 353
20 77.100 68.525 8.575 11.1% 1.391 1.8% 99% True False 250
40 77.100 68.525 8.575 11.1% 1.133 1.5% 99% True False 130
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 0.348
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.625
2.618 80.503
1.618 79.203
1.000 78.400
0.618 77.903
HIGH 77.100
0.618 76.603
0.500 76.450
0.382 76.297
LOW 75.800
0.618 74.997
1.000 74.500
1.618 73.697
2.618 72.397
4.250 70.275
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 76.817 76.608
PP 76.633 76.217
S1 76.450 75.825

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

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