NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 71.000 70.625 -0.375 -0.5% 70.150
High 71.050 72.000 0.950 1.3% 70.550
Low 70.100 70.250 0.150 0.2% 68.425
Close 70.550 72.000 1.450 2.1% 70.230
Range 0.950 1.750 0.800 84.2% 2.125
ATR 1.130 1.174 0.044 3.9% 0.000
Volume 20 26 6 30.0% 66
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.667 76.083 72.963
R3 74.917 74.333 72.481
R2 73.167 73.167 72.321
R1 72.583 72.583 72.160 72.875
PP 71.417 71.417 71.417 71.563
S1 70.833 70.833 71.840 71.125
S2 69.667 69.667 71.679
S3 67.917 69.083 71.519
S4 66.167 67.333 71.038
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.110 75.295 71.399
R3 73.985 73.170 70.814
R2 71.860 71.860 70.620
R1 71.045 71.045 70.425 71.453
PP 69.735 69.735 69.735 69.939
S1 68.920 68.920 70.035 69.328
S2 67.610 67.610 69.840
S3 65.485 66.795 69.646
S4 63.360 64.670 69.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.000 68.425 3.575 5.0% 1.110 1.5% 100% True False 19
10 72.000 68.425 3.575 5.0% 1.240 1.7% 100% True False 17
20 75.825 68.425 7.400 10.3% 1.030 1.4% 48% False False 13
40 75.900 68.425 7.475 10.4% 0.701 1.0% 48% False False 9
60 75.900 67.980 7.920 11.0% 0.511 0.7% 51% False False 7
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 0.175
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.438
2.618 76.582
1.618 74.832
1.000 73.750
0.618 73.082
HIGH 72.000
0.618 71.332
0.500 71.125
0.382 70.919
LOW 70.250
0.618 69.169
1.000 68.500
1.618 67.419
2.618 65.669
4.250 62.813
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 71.708 71.633
PP 71.417 71.267
S1 71.125 70.900

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

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