NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 70.875 72.850 1.975 2.8% 70.725
High 72.850 73.150 0.300 0.4% 71.275
Low 70.875 72.025 1.150 1.6% 68.525
Close 72.780 72.610 -0.170 -0.2% 70.690
Range 1.975 1.125 -0.850 -43.0% 2.750
ATR 1.358 1.341 -0.017 -1.2% 0.000
Volume 84 244 160 190.5% 1,016
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.970 75.415 73.229
R3 74.845 74.290 72.919
R2 73.720 73.720 72.816
R1 73.165 73.165 72.713 72.880
PP 72.595 72.595 72.595 72.453
S1 72.040 72.040 72.507 71.755
S2 71.470 71.470 72.404
S3 70.345 70.915 72.301
S4 69.220 69.790 71.991
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.413 77.302 72.203
R3 75.663 74.552 71.446
R2 72.913 72.913 71.194
R1 71.802 71.802 70.942 70.983
PP 70.163 70.163 70.163 69.754
S1 69.052 69.052 70.438 68.233
S2 67.413 67.413 70.186
S3 64.663 66.302 69.934
S4 61.913 63.552 69.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.150 69.250 3.900 5.4% 1.435 2.0% 86% True False 191
10 73.150 68.525 4.625 6.4% 1.370 1.9% 88% True False 177
20 76.175 68.525 7.650 10.5% 1.283 1.8% 53% False False 94
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 0.288
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.931
2.618 76.095
1.618 74.970
1.000 74.275
0.618 73.845
HIGH 73.150
0.618 72.720
0.500 72.588
0.382 72.455
LOW 72.025
0.618 71.330
1.000 70.900
1.618 70.205
2.618 69.080
4.250 67.244
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 72.603 72.394
PP 72.595 72.178
S1 72.588 71.963

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

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