NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 71.425 71.125 -0.300 -0.4% 74.800
High 71.500 71.125 -0.375 -0.5% 75.825
Low 71.425 69.875 -1.550 -2.2% 74.450
Close 71.360 70.900 -0.460 -0.6% 74.700
Range 0.075 1.250 1.175 1,566.7% 1.375
ATR 0.897 0.939 0.042 4.7% 0.000
Volume 4 3 -1 -25.0% 22
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.383 73.892 71.588
R3 73.133 72.642 71.244
R2 71.883 71.883 71.129
R1 71.392 71.392 71.015 71.013
PP 70.633 70.633 70.633 70.444
S1 70.142 70.142 70.785 69.763
S2 69.383 69.383 70.671
S3 68.133 68.892 70.556
S4 66.883 67.642 70.213
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 74.700 69.875 4.825 6.8% 0.895 1.3% 21% False True 4
10 75.825 69.875 5.950 8.4% 0.633 0.9% 17% False True 5
20 75.900 69.875 6.025 8.5% 0.606 0.9% 17% False True 5
40 75.900 69.400 6.500 9.2% 0.359 0.5% 23% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.438
2.618 74.398
1.618 73.148
1.000 72.375
0.618 71.898
HIGH 71.125
0.618 70.648
0.500 70.500
0.382 70.353
LOW 69.875
0.618 69.103
1.000 68.625
1.618 67.853
2.618 66.603
4.250 64.563
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 70.767 70.879
PP 70.633 70.858
S1 70.500 70.838

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

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