NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 15-Aug-2007

Day Change Summary
	Previous	Current
	14-Aug-2007	15-Aug-2007	Change	Change %	Previous Week
Open	71.525	72.675	1.150	1.6%	75.075
High	72.775	74.225	1.450	2.0%	75.075
Low	71.350	72.325	0.975	1.4%	70.075
Close	72.380	73.330	0.950	1.3%	71.470
Range	1.425	1.900	0.475	33.3%	5.000
ATR	1.795	1.803	0.007	0.4%	0.000
Volume	14,285	14,044	-241	-1.7%	87,393

Daily Pivots for day following 15-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.993	78.062	74.375
R3	77.093	76.162	73.853
R2	75.193	75.193	73.678
R1	74.262	74.262	73.504	74.728
PP	73.293	73.293	73.293	73.526
S1	72.362	72.362	73.156	72.828
S2	71.393	71.393	72.982
S3	69.493	70.462	72.808
S4	67.593	68.562	72.285

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	74.225	70.075	4.150	5.7%	1.785	2.4%	78%	True	False	16,177
10	77.450	70.075	7.375	10.1%	1.940	2.6%	44%	False	False	16,956
20	78.775	70.075	8.700	11.9%	1.945	2.7%	37%	False	False	15,751
40	78.775	67.600	11.175	15.2%	1.655	2.3%	51%	False	False	8,667
60	78.775	64.550	14.225	19.4%	1.385	1.9%	62%	False	False	5,788
80	78.775	64.550	14.225	19.4%	1.068	1.5%	62%	False	False	4,342
100	78.775	64.550	14.225	19.4%	0.877	1.2%	62%	False	False	3,475
120	78.775	62.840	15.935	21.7%	0.732	1.0%	66%	False	False	2,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.383
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.300
2.618	79.199
1.618	77.299
1.000	76.125
0.618	75.399
HIGH	74.225
0.618	73.499
0.500	73.275
0.382	73.051
LOW	72.325
0.618	71.151
1.000	70.425
1.618	69.251
2.618	67.351
4.250	64.250

Fisher Pivots for day following 15-Aug-2007
Pivot	1 day	3 day
R1	73.312	73.103
PP	73.293	72.877
S1	73.275	72.650

Download as Excel Spreadsheet

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

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