NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 72.850 72.700 -0.150 -0.2% 70.475
High 73.150 73.575 0.425 0.6% 73.575
Low 72.025 72.700 0.675 0.9% 69.875
Close 72.610 73.320 0.710 1.0% 73.320
Range 1.125 0.875 -0.250 -22.2% 3.700
ATR 1.341 1.315 -0.027 -2.0% 0.000
Volume 244 184 -60 -24.6% 914
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.823 75.447 73.801
R3 74.948 74.572 73.561
R2 74.073 74.073 73.480
R1 73.697 73.697 73.400 73.885
PP 73.198 73.198 73.198 73.293
S1 72.822 72.822 73.240 73.010
S2 72.323 72.323 73.160
S3 71.448 71.947 73.079
S4 70.573 71.072 72.839
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.357 82.038 75.355
R3 79.657 78.338 74.338
R2 75.957 75.957 73.998
R1 74.638 74.638 73.659 75.298
PP 72.257 72.257 72.257 72.586
S1 70.938 70.938 72.981 71.598
S2 68.557 68.557 72.642
S3 64.857 67.238 72.303
S4 61.157 63.538 71.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.575 69.875 3.700 5.0% 1.285 1.8% 93% True False 182
10 73.575 68.525 5.050 6.9% 1.395 1.9% 95% True False 193
20 73.700 68.525 5.175 7.1% 1.280 1.7% 93% False False 102
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 3 trading days
Fibonacci Retracements and Extensions
4.250 77.294
2.618 75.866
1.618 74.991
1.000 74.450
0.618 74.116
HIGH 73.575
0.618 73.241
0.500 73.138
0.382 73.034
LOW 72.700
0.618 72.159
1.000 71.825
1.618 71.284
2.618 70.409
4.250 68.981
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 73.259 72.955
PP 73.198 72.590
S1 73.138 72.225

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

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