NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 71.950 72.300 0.350 0.5% 76.050
High 72.475 72.925 0.450 0.6% 78.125
Low 71.100 71.775 0.675 0.9% 74.950
Close 72.380 71.940 -0.440 -0.6% 75.370
Range 1.375 1.150 -0.225 -16.4% 3.175
ATR 1.568 1.538 -0.030 -1.9% 0.000
Volume 695 450 -245 -35.3% 3,174
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.663 74.952 72.573
R3 74.513 73.802 72.256
R2 73.363 73.363 72.151
R1 72.652 72.652 72.045 72.433
PP 72.213 72.213 72.213 72.104
S1 71.502 71.502 71.835 71.283
S2 71.063 71.063 71.729
S3 69.913 70.352 71.624
S4 68.763 69.202 71.308
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 77.025 71.100 5.925 8.2% 1.945 2.7% 14% False False 634
10 78.125 71.100 7.025 9.8% 1.953 2.7% 12% False False 591
20 78.125 71.100 7.025 9.8% 1.644 2.3% 12% False False 386
40 78.125 68.725 9.400 13.1% 1.007 1.4% 34% False False 196
60 78.125 65.950 12.175 16.9% 0.680 0.9% 49% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.448
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 77.813
2.618 75.936
1.618 74.786
1.000 74.075
0.618 73.636
HIGH 72.925
0.618 72.486
0.500 72.350
0.382 72.214
LOW 71.775
0.618 71.064
1.000 70.625
1.618 69.914
2.618 68.764
4.250 66.888
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 72.350 73.000
PP 72.213 72.647
S1 72.077 72.293

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

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