NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 71.125 70.200 -0.925 -1.3% 73.700
High 71.125 70.500 -0.625 -0.9% 73.700
Low 69.875 69.700 -0.175 -0.3% 69.700
Close 70.900 70.740 -0.160 -0.2% 70.740
Range 1.250 0.800 -0.450 -36.0% 4.000
ATR 0.939 0.957 0.019 2.0% 0.000
Volume 3 13 10 333.3% 33
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 72.713 72.527 71.180
R3 71.913 71.727 70.960
R2 71.113 71.113 70.887
R1 70.927 70.927 70.813 71.020
PP 70.313 70.313 70.313 70.360
S1 70.127 70.127 70.667 70.220
S2 69.513 69.513 70.593
S3 68.713 69.327 70.520
S4 67.913 68.527 70.300
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 83.380 81.060 72.940
R3 79.380 77.060 71.840
R2 75.380 75.380 71.473
R1 73.060 73.060 71.107 72.220
PP 71.380 71.380 71.380 70.960
S1 69.060 69.060 70.373 68.220
S2 67.380 67.380 70.007
S3 63.380 65.060 69.640
S4 59.380 61.060 68.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.700 69.700 4.000 5.7% 1.005 1.4% 26% False True 6
10 75.825 69.700 6.125 8.7% 0.713 1.0% 17% False True 5
20 75.900 69.700 6.200 8.8% 0.646 0.9% 17% False True 5
40 75.900 69.400 6.500 9.2% 0.379 0.5% 21% False False 4
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 0.060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.900
2.618 72.594
1.618 71.794
1.000 71.300
0.618 70.994
HIGH 70.500
0.618 70.194
0.500 70.100
0.382 70.006
LOW 69.700
0.618 69.206
1.000 68.900
1.618 68.406
2.618 67.606
4.250 66.300
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 70.527 70.693
PP 70.313 70.647
S1 70.100 70.600

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

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