NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 70.625 72.250 1.625 2.3% 70.150
High 72.000 72.425 0.425 0.6% 70.550
Low 70.250 71.300 1.050 1.5% 68.425
Close 72.000 71.750 -0.250 -0.3% 70.230
Range 1.750 1.125 -0.625 -35.7% 2.125
ATR 1.174 1.171 -0.004 -0.3% 0.000
Volume 26 9 -17 -65.4% 66
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.200 74.600 72.369
R3 74.075 73.475 72.059
R2 72.950 72.950 71.956
R1 72.350 72.350 71.853 72.088
PP 71.825 71.825 71.825 71.694
S1 71.225 71.225 71.647 70.963
S2 70.700 70.700 71.544
S3 69.575 70.100 71.441
S4 68.450 68.975 71.131
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 72.425 69.125 3.300 4.6% 1.155 1.6% 80% True False 17
10 72.425 68.425 4.000 5.6% 1.118 1.6% 83% True False 16
20 74.700 68.425 6.275 8.7% 1.076 1.5% 53% False False 13
40 75.900 68.425 7.475 10.4% 0.729 1.0% 44% False False 9
60 75.900 67.980 7.920 11.0% 0.530 0.7% 48% False False 7
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 True
Stretch 0.193
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.206
2.618 75.370
1.618 74.245
1.000 73.550
0.618 73.120
HIGH 72.425
0.618 71.995
0.500 71.863
0.382 71.730
LOW 71.300
0.618 70.605
1.000 70.175
1.618 69.480
2.618 68.355
4.250 66.519
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 71.863 71.588
PP 71.825 71.425
S1 71.788 71.263

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

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