NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 70.675 71.000 0.325 0.5% 70.150
High 70.675 71.050 0.375 0.5% 70.550
Low 69.800 70.100 0.300 0.4% 68.425
Close 70.850 70.550 -0.300 -0.4% 70.230
Range 0.875 0.950 0.075 8.6% 2.125
ATR 1.144 1.130 -0.014 -1.2% 0.000
Volume 10 20 10 100.0% 66
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 73.417 72.933 71.073
R3 72.467 71.983 70.811
R2 71.517 71.517 70.724
R1 71.033 71.033 70.637 70.800
PP 70.567 70.567 70.567 70.450
S1 70.083 70.083 70.463 69.850
S2 69.617 69.617 70.376
S3 68.667 69.133 70.289
S4 67.717 68.183 70.028
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 71.050 68.425 2.625 3.7% 0.960 1.4% 81% True False 16
10 73.000 68.425 4.575 6.5% 1.255 1.8% 46% False False 15
20 75.825 68.425 7.400 10.5% 0.994 1.4% 29% False False 12
40 75.900 68.425 7.475 10.6% 0.658 0.9% 28% False False 8
60 75.900 67.980 7.920 11.2% 0.482 0.7% 32% 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 0.138
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.088
2.618 73.537
1.618 72.587
1.000 72.000
0.618 71.637
HIGH 71.050
0.618 70.687
0.500 70.575
0.382 70.463
LOW 70.100
0.618 69.513
1.000 69.150
1.618 68.563
2.618 67.613
4.250 66.063
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 70.575 70.396
PP 70.567 70.242
S1 70.558 70.088

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

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