NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 72.075 72.150 0.075 0.1% 73.700
High 73.100 72.400 -0.700 -1.0% 73.700
Low 72.075 70.000 -2.075 -2.9% 69.950
Close 72.830 70.600 -2.230 -3.1% 71.050
Range 1.025 2.400 1.375 134.1% 3.750
ATR 1.085 1.210 0.125 11.5% 0.000
Volume 10 16 6 60.0% 48
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.200 76.800 71.920
R3 75.800 74.400 71.260
R2 73.400 73.400 71.040
R1 72.000 72.000 70.820 71.500
PP 71.000 71.000 71.000 70.750
S1 69.600 69.600 70.380 69.100
S2 68.600 68.600 70.160
S3 66.200 67.200 69.940
S4 63.800 64.800 69.280
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.817 80.683 73.113
R3 79.067 76.933 72.081
R2 75.317 75.317 71.738
R1 73.183 73.183 71.394 72.375
PP 71.567 71.567 71.567 71.163
S1 69.433 69.433 70.706 68.625
S2 67.817 67.817 70.363
S3 64.067 65.683 70.019
S4 60.317 61.933 68.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.100 69.950 3.150 4.5% 1.370 1.9% 21% False False 11
10 76.175 69.950 6.225 8.8% 1.195 1.7% 10% False False 10
20 77.000 69.950 7.050 10.0% 1.045 1.5% 9% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 82.600
2.618 78.683
1.618 76.283
1.000 74.800
0.618 73.883
HIGH 72.400
0.618 71.483
0.500 71.200
0.382 70.917
LOW 70.000
0.618 68.517
1.000 67.600
1.618 66.117
2.618 63.717
4.250 59.800
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 71.200 71.550
PP 71.000 71.233
S1 70.800 70.917

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

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