NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 72.450 72.150 -0.300 -0.4% 76.900
High 73.175 72.375 -0.800 -1.1% 78.775
Low 71.875 70.500 -1.375 -1.9% 75.050
Close 72.150 71.590 -0.560 -0.8% 75.480
Range 1.300 1.875 0.575 44.2% 3.725
ATR 1.812 1.816 0.005 0.3% 0.000
Volume 17,738 16,109 -1,629 -9.2% 87,196
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.113 76.227 72.621
R3 75.238 74.352 72.106
R2 73.363 73.363 71.934
R1 72.477 72.477 71.762 71.983
PP 71.488 71.488 71.488 71.241
S1 70.602 70.602 71.418 70.108
S2 69.613 69.613 71.246
S3 67.738 68.727 71.074
S4 65.863 66.852 70.559
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 77.350 70.500 6.850 9.6% 2.080 2.9% 16% False True 16,187
10 78.775 70.500 8.275 11.6% 2.040 2.8% 13% False True 17,536
20 78.775 70.500 8.275 11.6% 1.868 2.6% 13% False True 13,336
40 78.775 67.600 11.175 15.6% 1.602 2.2% 36% False False 7,057
60 78.775 64.550 14.225 19.9% 1.298 1.8% 49% False False 4,709
80 78.775 64.550 14.225 19.9% 0.996 1.4% 49% False False 3,532
100 78.775 63.390 15.385 21.5% 0.807 1.1% 53% False False 2,827
120 78.775 62.840 15.935 22.3% 0.674 0.9% 55% False False 2,356
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 0.418
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.344
2.618 77.284
1.618 75.409
1.000 74.250
0.618 73.534
HIGH 72.375
0.618 71.659
0.500 71.438
0.382 71.216
LOW 70.500
0.618 69.341
1.000 68.625
1.618 67.466
2.618 65.591
4.250 62.531
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 71.539 71.838
PP 71.488 71.755
S1 71.438 71.673

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

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