NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 71.525 72.675 1.150 1.6% 75.075
High 72.775 74.225 1.450 2.0% 75.075
Low 71.350 72.325 0.975 1.4% 70.075
Close 72.380 73.330 0.950 1.3% 71.470
Range 1.425 1.900 0.475 33.3% 5.000
ATR 1.795 1.803 0.007 0.4% 0.000
Volume 14,285 14,044 -241 -1.7% 87,393
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.993 78.062 74.375
R3 77.093 76.162 73.853
R2 75.193 75.193 73.678
R1 74.262 74.262 73.504 74.728
PP 73.293 73.293 73.293 73.526
S1 72.362 72.362 73.156 72.828
S2 71.393 71.393 72.982
S3 69.493 70.462 72.808
S4 67.593 68.562 72.285
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.207 84.338 74.220
R3 82.207 79.338 72.845
R2 77.207 77.207 72.387
R1 74.338 74.338 71.928 73.273
PP 72.207 72.207 72.207 71.674
S1 69.338 69.338 71.012 68.273
S2 67.207 67.207 70.553
S3 62.207 64.338 70.095
S4 57.207 59.338 68.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.225 70.075 4.150 5.7% 1.785 2.4% 78% True False 16,177
10 77.450 70.075 7.375 10.1% 1.940 2.6% 44% False False 16,956
20 78.775 70.075 8.700 11.9% 1.945 2.7% 37% False False 15,751
40 78.775 67.600 11.175 15.2% 1.655 2.3% 51% False False 8,667
60 78.775 64.550 14.225 19.4% 1.385 1.9% 62% False False 5,788
80 78.775 64.550 14.225 19.4% 1.068 1.5% 62% False False 4,342
100 78.775 64.550 14.225 19.4% 0.877 1.2% 62% False False 3,475
120 78.775 62.840 15.935 21.7% 0.732 1.0% 66% False False 2,896
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 0.383
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.300
2.618 79.199
1.618 77.299
1.000 76.125
0.618 75.399
HIGH 74.225
0.618 73.499
0.500 73.275
0.382 73.051
LOW 72.325
0.618 71.151
1.000 70.425
1.618 69.251
2.618 67.351
4.250 64.250
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 73.312 73.103
PP 73.293 72.877
S1 73.275 72.650

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

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