NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 69.950 69.200 -0.750 -1.1% 71.200
High 70.550 69.500 -1.050 -1.5% 73.000
Low 69.200 68.500 -0.700 -1.0% 69.250
Close 69.010 68.720 -0.290 -0.4% 70.980
Range 1.350 1.000 -0.350 -25.9% 3.750
ATR 1.207 1.192 -0.015 -1.2% 0.000
Volume 5 12 7 140.0% 107
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 71.907 71.313 69.270
R3 70.907 70.313 68.995
R2 69.907 69.907 68.903
R1 69.313 69.313 68.812 69.110
PP 68.907 68.907 68.907 68.805
S1 68.313 68.313 68.628 68.110
S2 67.907 67.907 68.537
S3 66.907 67.313 68.445
S4 65.907 66.313 68.170
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.327 80.403 73.043
R3 78.577 76.653 72.011
R2 74.827 74.827 71.668
R1 72.903 72.903 71.324 71.990
PP 71.077 71.077 71.077 70.620
S1 69.153 69.153 70.636 68.240
S2 67.327 67.327 70.293
S3 63.577 65.403 69.949
S4 59.827 61.653 68.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.625 68.500 3.125 4.5% 1.370 2.0% 7% False True 15
10 73.000 68.500 4.500 6.5% 1.163 1.7% 5% False True 14
20 75.900 68.500 7.400 10.8% 0.930 1.4% 3% False True 10
40 75.900 68.500 7.400 10.8% 0.575 0.8% 3% False True 6
60 75.900 67.350 8.550 12.4% 0.418 0.6% 16% False False 5
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 0.163
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.750
2.618 72.118
1.618 71.118
1.000 70.500
0.618 70.118
HIGH 69.500
0.618 69.118
0.500 69.000
0.382 68.882
LOW 68.500
0.618 67.882
1.000 67.500
1.618 66.882
2.618 65.882
4.250 64.250
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 69.000 69.525
PP 68.907 69.257
S1 68.813 68.988

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

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