NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 72.250 71.900 -0.350 -0.5% 70.675
High 72.425 72.625 0.200 0.3% 72.625
Low 71.300 71.900 0.600 0.8% 69.800
Close 71.750 72.460 0.710 1.0% 72.460
Range 1.125 0.725 -0.400 -35.6% 2.825
ATR 1.171 1.150 -0.021 -1.8% 0.000
Volume 9 9 0 0.0% 74
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.503 74.207 72.859
R3 73.778 73.482 72.659
R2 73.053 73.053 72.593
R1 72.757 72.757 72.526 72.905
PP 72.328 72.328 72.328 72.403
S1 72.032 72.032 72.394 72.180
S2 71.603 71.603 72.327
S3 70.878 71.307 72.261
S4 70.153 70.582 72.061
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 80.103 79.107 74.014
R3 77.278 76.282 73.237
R2 74.453 74.453 72.978
R1 73.457 73.457 72.719 73.955
PP 71.628 71.628 71.628 71.878
S1 70.632 70.632 72.201 71.130
S2 68.803 68.803 71.942
S3 65.978 67.807 71.683
S4 63.153 64.982 70.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.625 69.800 2.825 3.9% 1.085 1.5% 94% True False 14
10 72.625 68.425 4.200 5.8% 1.065 1.5% 96% True False 14
20 73.700 68.425 5.275 7.3% 1.100 1.5% 76% False False 14
40 75.900 68.425 7.475 10.3% 0.748 1.0% 54% False False 9
60 75.900 68.425 7.475 10.3% 0.542 0.7% 54% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.183
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 75.706
2.618 74.523
1.618 73.798
1.000 73.350
0.618 73.073
HIGH 72.625
0.618 72.348
0.500 72.263
0.382 72.177
LOW 71.900
0.618 71.452
1.000 71.175
1.618 70.727
2.618 70.002
4.250 68.819
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 72.394 72.119
PP 72.328 71.778
S1 72.263 71.438

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

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