NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 70.900 71.500 0.600 0.8% 73.700
High 72.300 71.500 -0.800 -1.1% 73.700
Low 70.900 70.925 0.025 0.0% 69.950
Close 70.980 71.590 0.610 0.9% 71.050
Range 1.400 0.575 -0.825 -58.9% 3.750
ATR 1.089 1.052 -0.037 -3.4% 0.000
Volume 9 12 3 33.3% 48
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.063 72.902 71.906
R3 72.488 72.327 71.748
R2 71.913 71.913 71.695
R1 71.752 71.752 71.643 71.833
PP 71.338 71.338 71.338 71.379
S1 71.177 71.177 71.537 71.258
S2 70.763 70.763 71.485
S3 70.188 70.602 71.432
S4 69.613 70.027 71.274
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.817 80.683 73.113
R3 79.067 76.933 72.081
R2 75.317 75.317 71.738
R1 73.183 73.183 71.394 72.375
PP 71.567 71.567 71.567 71.163
S1 69.433 69.433 70.706 68.625
S2 67.817 67.817 70.363
S3 64.067 65.683 70.019
S4 60.317 61.933 68.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.300 69.950 2.350 3.3% 0.955 1.3% 70% False False 12
10 77.000 69.950 7.050 9.8% 0.943 1.3% 23% False False 10
20 77.000 69.950 7.050 9.8% 0.875 1.2% 23% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.944
2.618 73.005
1.618 72.430
1.000 72.075
0.618 71.855
HIGH 71.500
0.618 71.280
0.500 71.213
0.382 71.145
LOW 70.925
0.618 70.570
1.000 70.350
1.618 69.995
2.618 69.420
4.250 68.481
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 71.464 71.435
PP 71.338 71.280
S1 71.213 71.125

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

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