NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 73.700 71.000 -2.700 -3.7% 74.800
High 73.700 71.800 -1.900 -2.6% 75.825
Low 71.900 70.700 -1.200 -1.7% 74.450
Close 71.460 71.860 0.400 0.6% 74.700
Range 1.800 1.100 -0.700 -38.9% 1.375
ATR 0.919 0.932 0.013 1.4% 0.000
Volume 3 10 7 233.3% 22
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 74.753 74.407 72.465
R3 73.653 73.307 72.163
R2 72.553 72.553 72.062
R1 72.207 72.207 71.961 72.380
PP 71.453 71.453 71.453 71.540
S1 71.107 71.107 71.759 71.280
S2 70.353 70.353 71.658
S3 69.253 70.007 71.558
S4 68.153 68.907 71.255
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.117 78.283 75.456
R3 77.742 76.908 75.078
R2 76.367 76.367 74.952
R1 75.533 75.533 74.826 75.263
PP 74.992 74.992 74.992 74.856
S1 74.158 74.158 74.574 73.888
S2 73.617 73.617 74.448
S3 72.242 72.783 74.322
S4 70.867 71.408 73.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.825 70.700 5.125 7.1% 0.875 1.2% 23% False True 5
10 75.900 70.700 5.200 7.2% 0.865 1.2% 22% False True 6
20 75.900 70.700 5.200 7.2% 0.540 0.8% 22% False True 5
40 75.900 69.400 6.500 9.0% 0.335 0.5% 38% False False 4
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 True
Bull Hook False
Stretch 0.103
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.475
2.618 74.680
1.618 73.580
1.000 72.900
0.618 72.480
HIGH 71.800
0.618 71.380
0.500 71.250
0.382 71.120
LOW 70.700
0.618 70.020
1.000 69.600
1.618 68.920
2.618 67.820
4.250 66.025
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 71.657 72.700
PP 71.453 72.420
S1 71.250 72.140

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

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