NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	71.625	71.950	0.325	0.5%	71.575
High	72.525	71.950	-0.575	-0.8%	74.225
Low	71.000	70.075	-0.925	-1.3%	70.100
Close	71.980	71.120	-0.860	-1.2%	71.980
Range	1.525	1.875	0.350	23.0%	4.125
ATR	1.878	1.880	0.002	0.1%	0.000
Volume	20,903	11,593	-9,310	-44.5%	81,089

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	76.673	75.772	72.151
R3	74.798	73.897	71.636
R2	72.923	72.923	71.464
R1	72.022	72.022	71.292	71.535
PP	71.048	71.048	71.048	70.805
S1	70.147	70.147	70.948	69.660
S2	69.173	69.173	70.776
S3	67.298	68.272	70.604
S4	65.423	66.397	70.089

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	84.477	82.353	74.249
R3	80.352	78.228	73.114
R2	76.227	76.227	72.736
R1	74.103	74.103	72.358	75.165
PP	72.102	72.102	72.102	72.633
S1	69.978	69.978	71.602	71.040
S2	67.977	67.977	71.224
S3	63.852	65.853	70.846
S4	59.727	61.728	69.711

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	5.8%	1.955	2.7%	25%	False	True	15,473
10	74.225	70.075	4.150	5.8%	1.815	2.6%	25%	False	True	16,742
20	78.775	70.075	8.700	12.2%	2.091	2.9%	12%	False	True	16,571
40	78.775	67.600	11.175	15.7%	1.702	2.4%	31%	False	False	9,857
60	78.775	64.550	14.225	20.0%	1.457	2.0%	46%	False	False	6,605
80	78.775	64.550	14.225	20.0%	1.149	1.6%	46%	False	False	4,955
100	78.775	64.550	14.225	20.0%	0.942	1.3%	46%	False	False	3,965
120	78.775	62.840	15.935	22.4%	0.785	1.1%	52%	False	False	3,305

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	0.315
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.919
2.618	76.859
1.618	74.984
1.000	73.825
0.618	73.109
HIGH	71.950
0.618	71.234
0.500	71.013
0.382	70.791
LOW	70.075
0.618	68.916
1.000	68.200
1.618	67.041
2.618	65.166
4.250	62.106

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	71.084	71.613
PP	71.048	71.448
S1	71.013	71.284

Download as Excel Spreadsheet

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

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