NYMEX miNY Light Sweet Crude Oil Future November 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 69.350 69.500 0.150 0.2% 70.725
High 69.700 70.875 1.175 1.7% 71.275
Low 68.750 69.250 0.500 0.7% 68.525
Close 69.560 70.690 1.130 1.6% 70.690
Range 0.950 1.625 0.675 71.1% 2.750
ATR 1.304 1.327 0.023 1.8% 0.000
Volume 429 228 -201 -46.9% 1,016
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.147 74.543 71.584
R3 73.522 72.918 71.137
R2 71.897 71.897 70.988
R1 71.293 71.293 70.839 71.595
PP 70.272 70.272 70.272 70.423
S1 69.668 69.668 70.541 69.970
S2 68.647 68.647 70.392
S3 67.022 68.043 70.243
S4 65.397 66.418 69.796
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.413 77.302 72.203
R3 75.663 74.552 71.446
R2 72.913 72.913 71.194
R1 71.802 71.802 70.942 70.983
PP 70.163 70.163 70.163 69.754
S1 69.052 69.052 70.438 68.233
S2 67.413 67.413 70.186
S3 64.663 66.302 69.934
S4 61.913 63.552 69.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.275 68.525 2.750 3.9% 1.505 2.1% 79% False False 203
10 73.100 68.525 4.575 6.5% 1.355 1.9% 47% False False 109
20 77.000 68.525 8.475 12.0% 1.094 1.5% 26% False False 60
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 0.215
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.781
2.618 75.129
1.618 73.504
1.000 72.500
0.618 71.879
HIGH 70.875
0.618 70.254
0.500 70.063
0.382 69.871
LOW 69.250
0.618 68.246
1.000 67.625
1.618 66.621
2.618 64.996
4.250 62.344
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 70.481 70.360
PP 70.272 70.030
S1 70.063 69.700

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

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