NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 80.575 80.275 -0.300 -0.4% 76.850
High 81.175 80.675 -0.500 -0.6% 81.175
Low 79.750 79.650 -0.100 -0.1% 76.500
Close 80.640 80.150 -0.490 -0.6% 80.640
Range 1.425 1.025 -0.400 -28.1% 4.675
ATR 1.199 1.186 -0.012 -1.0% 0.000
Volume 396 478 82 20.7% 813
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 83.233 82.717 80.714
R3 82.208 81.692 80.432
R2 81.183 81.183 80.338
R1 80.667 80.667 80.244 80.413
PP 80.158 80.158 80.158 80.031
S1 79.642 79.642 80.056 79.388
S2 79.133 79.133 79.962
S3 78.108 78.617 79.868
S4 77.083 77.592 79.586
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 77.750 3.425 4.3% 1.420 1.8% 70% False False 240
10 81.175 74.600 6.575 8.2% 1.355 1.7% 84% False False 140
20 81.175 70.100 11.075 13.8% 1.121 1.4% 91% False False 83
40 81.175 68.425 12.750 15.9% 1.046 1.3% 92% False False 47
60 81.175 68.425 12.750 15.9% 0.796 1.0% 92% False False 33
80 81.175 67.980 13.195 16.5% 0.630 0.8% 92% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.318
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.031
2.618 83.358
1.618 82.333
1.000 81.700
0.618 81.308
HIGH 80.675
0.618 80.283
0.500 80.163
0.382 80.042
LOW 79.650
0.618 79.017
1.000 78.625
1.618 77.992
2.618 76.967
4.250 75.294
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 80.163 80.188
PP 80.158 80.175
S1 80.154 80.163

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

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