NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 69.200 69.000 -0.200 -0.3% 71.200
High 69.500 69.325 -0.175 -0.3% 73.000
Low 68.500 68.425 -0.075 -0.1% 69.250
Close 68.720 69.230 0.510 0.7% 70.980
Range 1.000 0.900 -0.100 -10.0% 3.750
ATR 1.192 1.171 -0.021 -1.8% 0.000
Volume 12 21 9 75.0% 107
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 71.693 71.362 69.725
R3 70.793 70.462 69.478
R2 69.893 69.893 69.395
R1 69.562 69.562 69.313 69.728
PP 68.993 68.993 68.993 69.076
S1 68.662 68.662 69.148 68.828
S2 68.093 68.093 69.065
S3 67.193 67.762 68.983
S4 66.293 66.862 68.735
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 68.425 3.200 4.6% 1.080 1.6% 25% False True 15
10 73.000 68.425 4.575 6.6% 1.128 1.6% 18% False True 16
20 75.825 68.425 7.400 10.7% 0.880 1.3% 11% False True 11
40 75.900 68.425 7.475 10.8% 0.585 0.8% 11% False True 7
60 75.900 67.980 7.920 11.4% 0.433 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 0.195
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.150
2.618 71.681
1.618 70.781
1.000 70.225
0.618 69.881
HIGH 69.325
0.618 68.981
0.500 68.875
0.382 68.769
LOW 68.425
0.618 67.869
1.000 67.525
1.618 66.969
2.618 66.069
4.250 64.600
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 69.112 69.488
PP 68.993 69.402
S1 68.875 69.316

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

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