NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 71.625 71.950 0.325 0.5% 71.575
High 72.525 71.950 -0.575 -0.8% 74.225
Low 71.000 70.075 -0.925 -1.3% 70.100
Close 71.980 71.120 -0.860 -1.2% 71.980
Range 1.525 1.875 0.350 23.0% 4.125
ATR 1.878 1.880 0.002 0.1% 0.000
Volume 20,903 11,593 -9,310 -44.5% 81,089
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.673 75.772 72.151
R3 74.798 73.897 71.636
R2 72.923 72.923 71.464
R1 72.022 72.022 71.292 71.535
PP 71.048 71.048 71.048 70.805
S1 70.147 70.147 70.948 69.660
S2 69.173 69.173 70.776
S3 67.298 68.272 70.604
S4 65.423 66.397 70.089
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 84.477 82.353 74.249
R3 80.352 78.228 73.114
R2 76.227 76.227 72.736
R1 74.103 74.103 72.358 75.165
PP 72.102 72.102 72.102 72.633
S1 69.978 69.978 71.602 71.040
S2 67.977 67.977 71.224
S3 63.852 65.853 70.846
S4 59.727 61.728 69.711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.225 70.075 4.150 5.8% 1.955 2.7% 25% False True 15,473
10 74.225 70.075 4.150 5.8% 1.815 2.6% 25% False True 16,742
20 78.775 70.075 8.700 12.2% 2.091 2.9% 12% False True 16,571
40 78.775 67.600 11.175 15.7% 1.702 2.4% 31% False False 9,857
60 78.775 64.550 14.225 20.0% 1.457 2.0% 46% False False 6,605
80 78.775 64.550 14.225 20.0% 1.149 1.6% 46% False False 4,955
100 78.775 64.550 14.225 20.0% 0.942 1.3% 46% False False 3,965
120 78.775 62.840 15.935 22.4% 0.785 1.1% 52% False False 3,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.315
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.919
2.618 76.859
1.618 74.984
1.000 73.825
0.618 73.109
HIGH 71.950
0.618 71.234
0.500 71.013
0.382 70.791
LOW 70.075
0.618 68.916
1.000 68.200
1.618 67.041
2.618 65.166
4.250 62.106
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 71.084 71.613
PP 71.048 71.448
S1 71.013 71.284

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

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