NYMEX miNY Light Sweet Crude Oil Future December 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 70.475 70.150 -0.325 -0.5% 71.200
High 71.625 70.150 -1.475 -2.1% 73.000
Low 70.375 69.250 -1.125 -1.6% 69.250
Close 70.980 70.270 -0.710 -1.0% 70.980
Range 1.250 0.900 -0.350 -28.0% 3.750
ATR 1.155 1.196 0.041 3.6% 0.000
Volume 33 8 -25 -75.8% 107
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 72.590 72.330 70.765
R3 71.690 71.430 70.518
R2 70.790 70.790 70.435
R1 70.530 70.530 70.353 70.660
PP 69.890 69.890 69.890 69.955
S1 69.630 69.630 70.188 69.760
S2 68.990 68.990 70.105
S3 68.090 68.730 70.023
S4 67.190 67.830 69.775
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.327 80.403 73.043
R3 78.577 76.653 72.011
R2 74.827 74.827 71.668
R1 72.903 72.903 71.324 71.990
PP 71.077 71.077 71.077 70.620
S1 69.153 69.153 70.636 68.240
S2 67.327 67.327 70.293
S3 63.577 65.403 69.949
S4 59.827 61.653 68.918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 69.250 3.750 5.3% 1.280 1.8% 27% False True 20
10 73.000 69.250 3.750 5.3% 1.045 1.5% 27% False True 14
20 75.900 69.250 6.650 9.5% 0.951 1.4% 15% False True 10
40 75.900 69.250 6.650 9.5% 0.541 0.8% 15% False True 6
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.103
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.975
2.618 72.506
1.618 71.606
1.000 71.050
0.618 70.706
HIGH 70.150
0.618 69.806
0.500 69.700
0.382 69.594
LOW 69.250
0.618 68.694
1.000 68.350
1.618 67.794
2.618 66.894
4.250 65.425
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 70.080 70.438
PP 69.890 70.382
S1 69.700 70.326

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

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