NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 71.600 70.475 -1.125 -1.6% 71.200
High 71.600 71.625 0.025 0.0% 73.000
Low 69.250 70.375 1.125 1.6% 69.250
Close 70.180 70.980 0.800 1.1% 70.980
Range 2.350 1.250 -1.100 -46.8% 3.750
ATR 1.132 1.155 0.022 2.0% 0.000
Volume 21 33 12 57.1% 107
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.743 74.112 71.668
R3 73.493 72.862 71.324
R2 72.243 72.243 71.209
R1 71.612 71.612 71.095 71.928
PP 70.993 70.993 70.993 71.151
S1 70.362 70.362 70.865 70.678
S2 69.743 69.743 70.751
S3 68.493 69.112 70.636
S4 67.243 67.862 70.293
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.327 80.403 73.043
R3 78.577 76.653 72.011
R2 74.827 74.827 71.668
R1 72.903 72.903 71.324 71.990
PP 71.077 71.077 71.077 70.620
S1 69.153 69.153 70.636 68.240
S2 67.327 67.327 70.293
S3 63.577 65.403 69.949
S4 59.827 61.653 68.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 69.250 3.750 5.3% 1.265 1.8% 46% False False 21
10 73.700 69.250 4.450 6.3% 1.135 1.6% 39% False False 14
20 75.900 69.250 6.650 9.4% 0.906 1.3% 26% False False 9
40 75.900 69.250 6.650 9.4% 0.519 0.7% 26% False False 6
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 0.103
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.938
2.618 74.898
1.618 73.648
1.000 72.875
0.618 72.398
HIGH 71.625
0.618 71.148
0.500 71.000
0.382 70.853
LOW 70.375
0.618 69.603
1.000 69.125
1.618 68.353
2.618 67.103
4.250 65.063
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 71.000 71.125
PP 70.993 71.077
S1 70.987 71.028

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

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