NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 71.000 71.425 0.425 0.6% 74.800
High 71.800 71.500 -0.300 -0.4% 75.825
Low 70.700 71.425 0.725 1.0% 74.450
Close 71.860 71.360 -0.500 -0.7% 74.700
Range 1.100 0.075 -1.025 -93.2% 1.375
ATR 0.932 0.897 -0.036 -3.8% 0.000
Volume 10 4 -6 -60.0% 22
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 71.653 71.582 71.401
R3 71.578 71.507 71.381
R2 71.503 71.503 71.374
R1 71.432 71.432 71.367 71.430
PP 71.428 71.428 71.428 71.428
S1 71.357 71.357 71.353 71.355
S2 71.353 71.353 71.346
S3 71.278 71.282 71.339
S4 71.203 71.207 71.319
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.117 78.283 75.456
R3 77.742 76.908 75.078
R2 76.367 76.367 74.952
R1 75.533 75.533 74.826 75.263
PP 74.992 74.992 74.992 74.856
S1 74.158 74.158 74.574 73.888
S2 73.617 73.617 74.448
S3 72.242 72.783 74.322
S4 70.867 71.408 73.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.825 70.700 5.125 7.2% 0.685 1.0% 13% False False 5
10 75.900 70.700 5.200 7.3% 0.698 1.0% 13% False False 6
20 75.900 70.700 5.200 7.3% 0.544 0.8% 13% False False 5
40 75.900 69.400 6.500 9.1% 0.337 0.5% 30% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.095
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.819
2.618 71.696
1.618 71.621
1.000 71.575
0.618 71.546
HIGH 71.500
0.618 71.471
0.500 71.463
0.382 71.454
LOW 71.425
0.618 71.379
1.000 71.350
1.618 71.304
2.618 71.229
4.250 71.106
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 71.463 72.200
PP 71.428 71.920
S1 71.394 71.640

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

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