NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 70.200 71.200 1.000 1.4% 73.700
High 70.500 71.700 1.200 1.7% 73.700
Low 69.700 70.875 1.175 1.7% 69.700
Close 70.740 70.520 -0.220 -0.3% 70.740
Range 0.800 0.825 0.025 3.1% 4.000
ATR 0.957 0.958 0.000 0.0% 0.000
Volume 13 12 -1 -7.7% 33
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.507 72.838 70.974
R3 72.682 72.013 70.747
R2 71.857 71.857 70.671
R1 71.188 71.188 70.596 71.110
PP 71.032 71.032 71.032 70.993
S1 70.363 70.363 70.444 70.285
S2 70.207 70.207 70.369
S3 69.382 69.538 70.293
S4 68.557 68.713 70.066
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 71.800 69.700 2.100 3.0% 0.810 1.1% 39% False False 8
10 75.825 69.700 6.125 8.7% 0.783 1.1% 13% False False 6
20 75.900 69.700 6.200 8.8% 0.688 1.0% 13% False False 5
40 75.900 69.400 6.500 9.2% 0.400 0.6% 17% 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 0.093
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.206
2.618 73.860
1.618 73.035
1.000 72.525
0.618 72.210
HIGH 71.700
0.618 71.385
0.500 71.288
0.382 71.190
LOW 70.875
0.618 70.365
1.000 70.050
1.618 69.540
2.618 68.715
4.250 67.369
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 71.288 70.700
PP 71.032 70.640
S1 70.776 70.580

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

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