NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 69.550 69.350 -0.200 -0.3% 70.900
High 70.025 69.700 -0.325 -0.5% 73.100
Low 68.525 68.750 0.225 0.3% 70.000
Close 69.030 69.560 0.530 0.8% 71.460
Range 1.500 0.950 -0.550 -36.7% 3.100
ATR 1.331 1.304 -0.027 -2.0% 0.000
Volume 224 429 205 91.5% 80
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 72.187 71.823 70.083
R3 71.237 70.873 69.821
R2 70.287 70.287 69.734
R1 69.923 69.923 69.647 70.105
PP 69.337 69.337 69.337 69.428
S1 68.973 68.973 69.473 69.155
S2 68.387 68.387 69.386
S3 67.437 68.023 69.299
S4 66.487 67.073 69.038
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.820 79.240 73.165
R3 77.720 76.140 72.313
R2 74.620 74.620 72.028
R1 73.040 73.040 71.744 73.830
PP 71.520 71.520 71.520 71.915
S1 69.940 69.940 71.176 70.730
S2 68.420 68.420 70.892
S3 65.320 66.840 70.608
S4 62.220 63.740 69.755
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.750 68.525 3.225 4.6% 1.305 1.9% 32% False False 164
10 73.100 68.525 4.575 6.6% 1.338 1.9% 23% False False 87
20 77.000 68.525 8.475 12.2% 1.034 1.5% 12% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.190
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.738
2.618 72.187
1.618 71.237
1.000 70.650
0.618 70.287
HIGH 69.700
0.618 69.337
0.500 69.225
0.382 69.113
LOW 68.750
0.618 68.163
1.000 67.800
1.618 67.213
2.618 66.263
4.250 64.713
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 69.448 69.900
PP 69.337 69.787
S1 69.225 69.673

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

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