NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 76.525 74.850 -1.675 -2.2% 76.050
High 76.975 74.900 -2.075 -2.7% 78.125
Low 74.950 71.600 -3.350 -4.5% 74.950
Close 75.370 71.970 -3.400 -4.5% 75.370
Range 2.025 3.300 1.275 63.0% 3.175
ATR 1.415 1.583 0.168 11.9% 0.000
Volume 481 439 -42 -8.7% 3,174
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.723 80.647 73.785
R3 79.423 77.347 72.878
R2 76.123 76.123 72.575
R1 74.047 74.047 72.273 73.435
PP 72.823 72.823 72.823 72.518
S1 70.747 70.747 71.668 70.135
S2 69.523 69.523 71.365
S3 66.223 67.447 71.063
S4 62.923 64.147 70.155
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.673 83.697 77.116
R3 82.498 80.522 76.243
R2 79.323 79.323 75.952
R1 77.347 77.347 75.661 76.748
PP 76.148 76.148 76.148 75.849
S1 74.172 74.172 75.079 73.573
S2 72.973 72.973 74.788
S3 69.798 70.997 74.497
S4 66.623 67.822 73.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.125 71.600 6.525 9.1% 2.250 3.1% 6% False True 575
10 78.125 71.600 6.525 9.1% 2.165 3.0% 6% False True 586
20 78.125 71.600 6.525 9.1% 1.549 2.2% 6% False True 330
40 78.125 67.670 10.455 14.5% 0.944 1.3% 41% False False 167
60 78.125 65.950 12.175 16.9% 0.638 0.9% 49% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.353
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 88.925
2.618 83.539
1.618 80.239
1.000 78.200
0.618 76.939
HIGH 74.900
0.618 73.639
0.500 73.250
0.382 72.861
LOW 71.600
0.618 69.561
1.000 68.300
1.618 66.261
2.618 62.961
4.250 57.575
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 73.250 74.313
PP 72.823 73.532
S1 72.397 72.751

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

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