NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary
Previous Current
20-Sep-2007 21-Sep-2007 Change Change % Previous Week
Open 79.475 80.575 1.100 1.4% 76.850
High 80.725 81.175 0.450 0.6% 81.175
Low 79.200 79.750 0.550 0.7% 76.500
Close 80.640 80.640 0.000 0.0% 80.640
Range 1.525 1.425 -0.100 -6.6% 4.675
ATR 1.181 1.199 0.017 1.5% 0.000
Volume 141 396 255 180.9% 813
Daily Pivots for day following 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.797 84.143 81.424
R3 83.372 82.718 81.032
R2 81.947 81.947 80.901
R1 81.293 81.293 80.771 81.620
PP 80.522 80.522 80.522 80.685
S1 79.868 79.868 80.509 80.195
S2 79.097 79.097 80.379
S3 77.672 78.443 80.248
S4 76.247 77.018 79.856
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 93.463 91.727 83.211
R3 88.788 87.052 81.926
R2 84.113 84.113 81.497
R1 82.377 82.377 81.069 83.245
PP 79.438 79.438 79.438 79.873
S1 77.702 77.702 80.211 78.570
S2 74.763 74.763 79.783
S3 70.088 73.027 79.354
S4 65.413 68.352 78.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.175 76.500 4.675 5.8% 1.565 1.9% 89% True False 162
10 81.175 74.025 7.150 8.9% 1.295 1.6% 93% True False 95
20 81.175 69.800 11.375 14.1% 1.114 1.4% 95% True False 60
40 81.175 68.425 12.750 15.8% 1.024 1.3% 96% True False 35
60 81.175 68.425 12.750 15.8% 0.779 1.0% 96% True False 25
80 81.175 67.980 13.195 16.4% 0.617 0.8% 96% True False 19
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 0.298
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.231
2.618 84.906
1.618 83.481
1.000 82.600
0.618 82.056
HIGH 81.175
0.618 80.631
0.500 80.463
0.382 80.294
LOW 79.750
0.618 78.869
1.000 78.325
1.618 77.444
2.618 76.019
4.250 73.694
Fisher Pivots for day following 21-Sep-2007
Pivot 1 day 3 day
R1 80.581 80.377
PP 80.522 80.113
S1 80.463 79.850

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

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