NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 77.250 76.850 -0.400 -0.5% 74.250
High 78.000 78.250 0.250 0.3% 78.000
Low 77.025 76.500 -0.525 -0.7% 74.025
Close 77.170 78.160 0.990 1.3% 77.170
Range 0.975 1.750 0.775 79.5% 3.975
ATR 1.041 1.092 0.051 4.9% 0.000
Volume 15 87 72 480.0% 138
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.887 82.273 79.123
R3 81.137 80.523 78.641
R2 79.387 79.387 78.481
R1 78.773 78.773 78.320 79.080
PP 77.637 77.637 77.637 77.790
S1 77.023 77.023 78.000 77.330
S2 75.887 75.887 77.839
S3 74.137 75.273 77.679
S4 72.387 73.523 77.198
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 78.250 74.600 3.650 4.7% 1.290 1.7% 98% True False 40
10 78.250 72.225 6.025 7.7% 1.028 1.3% 99% True False 39
20 78.250 68.425 9.825 12.6% 1.026 1.3% 99% True False 26
40 78.250 68.425 9.825 12.6% 0.989 1.3% 99% True False 18
60 78.250 68.425 9.825 12.6% 0.703 0.9% 99% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.158
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.688
2.618 82.832
1.618 81.082
1.000 80.000
0.618 79.332
HIGH 78.250
0.618 77.582
0.500 77.375
0.382 77.169
LOW 76.500
0.618 75.419
1.000 74.750
1.618 73.669
2.618 71.919
4.250 69.063
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 77.898 77.898
PP 77.637 77.637
S1 77.375 77.375

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

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