NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 71.100 71.600 0.500 0.7% 73.700
High 73.000 71.600 -1.400 -1.9% 73.700
Low 71.100 69.250 -1.850 -2.6% 69.700
Close 72.310 70.180 -2.130 -2.9% 70.740
Range 1.900 2.350 0.450 23.7% 4.000
ATR 0.984 1.132 0.148 15.1% 0.000
Volume 7 21 14 200.0% 33
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.393 76.137 71.473
R3 75.043 73.787 70.826
R2 72.693 72.693 70.611
R1 71.437 71.437 70.395 70.890
PP 70.343 70.343 70.343 70.070
S1 69.087 69.087 69.965 68.540
S2 67.993 67.993 69.749
S3 65.643 66.737 69.534
S4 63.293 64.387 68.888
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 73.000 69.250 3.750 5.3% 1.175 1.7% 25% False True 17
10 74.700 69.250 5.450 7.8% 1.035 1.5% 17% False True 11
20 75.900 69.250 6.650 9.5% 0.856 1.2% 14% False True 8
40 75.900 69.250 6.650 9.5% 0.488 0.7% 14% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 58 trading days
Fibonacci Retracements and Extensions
4.250 81.588
2.618 77.752
1.618 75.402
1.000 73.950
0.618 73.052
HIGH 71.600
0.618 70.702
0.500 70.425
0.382 70.148
LOW 69.250
0.618 67.798
1.000 66.900
1.618 65.448
2.618 63.098
4.250 59.263
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 70.425 71.125
PP 70.343 70.810
S1 70.262 70.495

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

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