NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 71.350 71.300 -0.050 -0.1% 74.850
High 71.450 72.800 1.350 1.9% 74.900
Low 69.875 70.800 0.925 1.3% 69.875
Close 71.250 71.320 0.070 0.1% 71.250
Range 1.575 2.000 0.425 27.0% 5.025
ATR 1.555 1.587 0.032 2.0% 0.000
Volume 681 836 155 22.8% 3,418
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.640 76.480 72.420
R3 75.640 74.480 71.870
R2 73.640 73.640 71.687
R1 72.480 72.480 71.503 73.060
PP 71.640 71.640 71.640 71.930
S1 70.480 70.480 71.137 71.060
S2 69.640 69.640 70.953
S3 67.640 68.480 70.770
S4 65.640 66.480 70.220
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.083 84.192 74.014
R3 82.058 79.167 72.632
R2 77.033 77.033 72.171
R1 74.142 74.142 71.711 73.075
PP 72.008 72.008 72.008 71.475
S1 69.117 69.117 70.789 68.050
S2 66.983 66.983 70.329
S3 61.958 64.092 69.868
S4 56.933 59.067 68.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.925 69.875 3.050 4.3% 1.570 2.2% 47% False False 763
10 78.125 69.875 8.250 11.6% 1.910 2.7% 18% False False 669
20 78.125 69.875 8.250 11.6% 1.761 2.5% 18% False False 514
40 78.125 68.725 9.400 13.2% 1.128 1.6% 28% False False 263
60 78.125 65.950 12.175 17.1% 0.768 1.1% 44% False False 178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.370
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.300
2.618 78.036
1.618 76.036
1.000 74.800
0.618 74.036
HIGH 72.800
0.618 72.036
0.500 71.800
0.382 71.564
LOW 70.800
0.618 69.564
1.000 68.800
1.618 67.564
2.618 65.564
4.250 62.300
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 71.800 71.338
PP 71.640 71.332
S1 71.480 71.326

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

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