NYMEX miNY Light Sweet Crude Oil Future September 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	71.550	71.575	0.025	0.0%	75.075
High	71.675	73.200	1.525	2.1%	75.075
Low	70.075	71.075	1.000	1.4%	70.075
Close	71.470	71.620	0.150	0.2%	71.470
Range	1.600	2.125	0.525	32.8%	5.000
ATR	1.801	1.824	0.023	1.3%	0.000
Volume	21,132	15,317	-5,815	-27.5%	87,393

Daily Pivots for day following 13-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.340	77.105	72.789
R3	76.215	74.980	72.204
R2	74.090	74.090	72.010
R1	72.855	72.855	71.815	73.473
PP	71.965	71.965	71.965	72.274
S1	70.730	70.730	71.425	71.348
S2	69.840	69.840	71.230
S3	67.715	68.605	71.036
S4	65.590	66.480	70.451

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	73.200	70.075	3.125	4.4%	1.675	2.3%	49%	True	False	18,012
10	78.775	70.075	8.700	12.1%	2.043	2.9%	18%	False	False	17,407
20	78.775	70.075	8.700	12.1%	1.938	2.7%	18%	False	False	14,964
40	78.775	67.600	11.175	15.6%	1.640	2.3%	36%	False	False	7,963
60	78.775	64.550	14.225	19.9%	1.330	1.9%	50%	False	False	5,316
80	78.775	64.550	14.225	19.9%	1.043	1.5%	50%	False	False	3,988
100	78.775	64.550	14.225	19.9%	0.844	1.2%	50%	False	False	3,192
120	78.775	62.840	15.935	22.2%	0.705	1.0%	55%	False	False	2,660

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	0.425
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.231
2.618	78.763
1.618	76.638
1.000	75.325
0.618	74.513
HIGH	73.200
0.618	72.388
0.500	72.138
0.382	71.887
LOW	71.075
0.618	69.762
1.000	68.950
1.618	67.637
2.618	65.512
4.250	62.044

Fisher Pivots for day following 13-Aug-2007
Pivot	1 day	3 day
R1	72.138	71.638
PP	71.965	71.632
S1	71.793	71.626

Download as Excel Spreadsheet

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

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