NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 76.675 76.825 0.150 0.2% 76.900
High 77.450 77.350 -0.100 -0.1% 78.775
Low 75.500 75.050 -0.450 -0.6% 75.050
Close 76.860 75.480 -1.380 -1.8% 75.480
Range 1.950 2.300 0.350 17.9% 3.725
ATR 1.684 1.728 0.044 2.6% 0.000
Volume 23,851 14,674 -9,177 -38.5% 87,196
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.860 81.470 76.745
R3 80.560 79.170 76.113
R2 78.260 78.260 75.902
R1 76.870 76.870 75.691 76.415
PP 75.960 75.960 75.960 75.733
S1 74.570 74.570 75.269 74.115
S2 73.660 73.660 75.058
S3 71.360 72.270 74.848
S4 69.060 69.970 74.215
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.610 85.270 77.529
R3 83.885 81.545 76.504
R2 80.160 80.160 76.163
R1 77.820 77.820 75.821 77.128
PP 76.435 76.435 76.435 76.089
S1 74.095 74.095 75.139 73.403
S2 72.710 72.710 74.797
S3 68.985 70.370 74.456
S4 65.260 66.645 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.775 75.050 3.725 4.9% 1.975 2.6% 12% False True 17,439
10 78.775 72.900 5.875 7.8% 2.148 2.8% 44% False False 16,181
20 78.775 72.025 6.750 8.9% 1.720 2.3% 51% False False 10,268
40 78.775 66.425 12.350 16.4% 1.478 2.0% 73% False False 5,402
60 78.775 64.550 14.225 18.8% 1.164 1.5% 77% False False 3,605
80 78.775 64.550 14.225 18.8% 0.895 1.2% 77% False False 2,704
100 78.775 62.840 15.935 21.1% 0.726 1.0% 79% False False 2,165
120 78.775 61.190 17.585 23.3% 0.606 0.8% 81% False False 1,804
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 0.413
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.125
2.618 83.371
1.618 81.071
1.000 79.650
0.618 78.771
HIGH 77.350
0.618 76.471
0.500 76.200
0.382 75.929
LOW 75.050
0.618 73.629
1.000 72.750
1.618 71.329
2.618 69.029
4.250 65.275
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 76.200 76.913
PP 75.960 76.435
S1 75.720 75.958

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

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