NYMEX miNY Light Sweet Crude Oil Future December 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 69.000 69.125 0.125 0.2% 70.150
High 69.325 70.200 0.875 1.3% 70.550
Low 68.425 69.125 0.700 1.0% 68.425
Close 69.230 70.230 1.000 1.4% 70.230
Range 0.900 1.075 0.175 19.4% 2.125
ATR 1.171 1.164 -0.007 -0.6% 0.000
Volume 21 20 -1 -4.8% 66
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.077 72.728 70.821
R3 72.002 71.653 70.526
R2 70.927 70.927 70.427
R1 70.578 70.578 70.329 70.753
PP 69.852 69.852 69.852 69.939
S1 69.503 69.503 70.131 69.678
S2 68.777 68.777 70.033
S3 67.702 68.428 69.934
S4 66.627 67.353 69.639
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.110 75.295 71.399
R3 73.985 73.170 70.814
R2 71.860 71.860 70.620
R1 71.045 71.045 70.425 71.453
PP 69.735 69.735 69.735 69.939
S1 68.920 68.920 70.035 69.328
S2 67.610 67.610 69.840
S3 65.485 66.795 69.646
S4 63.360 64.670 69.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.550 68.425 2.125 3.0% 1.045 1.5% 85% False False 13
10 73.000 68.425 4.575 6.5% 1.155 1.6% 39% False False 17
20 75.825 68.425 7.400 10.5% 0.934 1.3% 24% False False 11
40 75.900 68.425 7.475 10.6% 0.612 0.9% 24% False False 7
60 75.900 67.980 7.920 11.3% 0.451 0.6% 28% False False 6
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 0.165
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.769
2.618 73.014
1.618 71.939
1.000 71.275
0.618 70.864
HIGH 70.200
0.618 69.789
0.500 69.663
0.382 69.536
LOW 69.125
0.618 68.461
1.000 68.050
1.618 67.386
2.618 66.311
4.250 64.556
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 70.041 69.924
PP 69.852 69.618
S1 69.663 69.313

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

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