NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 73.500 73.550 0.050 0.1% 71.075
High 73.975 74.450 0.475 0.6% 74.450
Low 72.750 73.425 0.675 0.9% 70.200
Close 73.360 74.040 0.680 0.9% 74.040
Range 1.225 1.025 -0.200 -16.3% 4.250
ATR 1.704 1.660 -0.044 -2.6% 0.000
Volume 11,986 10,127 -1,859 -15.5% 51,499
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.047 76.568 74.604
R3 76.022 75.543 74.322
R2 74.997 74.997 74.228
R1 74.518 74.518 74.134 74.758
PP 73.972 73.972 73.972 74.091
S1 73.493 73.493 73.946 73.733
S2 72.947 72.947 73.852
S3 71.922 72.468 73.758
S4 70.897 71.443 73.476
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.647 84.093 76.378
R3 81.397 79.843 75.209
R2 77.147 77.147 74.819
R1 75.593 75.593 74.430 76.370
PP 72.897 72.897 72.897 73.285
S1 71.343 71.343 73.650 72.120
S2 68.647 68.647 73.261
S3 64.397 67.093 72.871
S4 60.147 62.843 71.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.450 70.200 4.250 5.7% 1.505 2.0% 90% True False 10,299
10 74.450 68.650 5.800 7.8% 1.648 2.2% 93% True False 10,565
20 74.900 68.650 6.250 8.4% 1.773 2.4% 86% False False 5,863
40 78.125 68.650 9.475 12.8% 1.589 2.1% 57% False False 3,086
60 78.125 66.500 11.625 15.7% 1.165 1.6% 65% False False 2,059
80 78.125 65.950 12.175 16.4% 0.880 1.2% 66% False False 1,546
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.428
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 78.806
2.618 77.133
1.618 76.108
1.000 75.475
0.618 75.083
HIGH 74.450
0.618 74.058
0.500 73.938
0.382 73.817
LOW 73.425
0.618 72.792
1.000 72.400
1.618 71.767
2.618 70.742
4.250 69.069
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 74.006 73.668
PP 73.972 73.297
S1 73.938 72.925

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

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