NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 76.350 76.525 0.175 0.2% 76.050
High 77.025 76.975 -0.050 -0.1% 78.125
Low 75.150 74.950 -0.200 -0.3% 74.950
Close 76.550 75.370 -1.180 -1.5% 75.370
Range 1.875 2.025 0.150 8.0% 3.175
ATR 1.368 1.415 0.047 3.4% 0.000
Volume 1,107 481 -626 -56.5% 3,174
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 81.840 80.630 76.484
R3 79.815 78.605 75.927
R2 77.790 77.790 75.741
R1 76.580 76.580 75.556 76.173
PP 75.765 75.765 75.765 75.561
S1 74.555 74.555 75.184 74.148
S2 73.740 73.740 74.999
S3 71.715 72.530 74.813
S4 69.690 70.505 74.256
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 85.673 83.697 77.116
R3 82.498 80.522 76.243
R2 79.323 79.323 75.952
R1 77.347 77.347 75.661 76.748
PP 76.148 76.148 76.148 75.849
S1 74.172 74.172 75.079 73.573
S2 72.973 72.973 74.788
S3 69.798 70.997 74.497
S4 66.623 67.822 73.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.125 74.950 3.175 4.2% 1.820 2.4% 13% False True 634
10 78.125 72.925 5.200 6.9% 1.945 2.6% 47% False False 571
20 78.125 72.425 5.700 7.6% 1.405 1.9% 52% False False 308
40 78.125 66.500 11.625 15.4% 0.861 1.1% 76% False False 157
60 78.125 65.950 12.175 16.2% 0.583 0.8% 77% False False 107
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 0.365
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.581
2.618 82.276
1.618 80.251
1.000 79.000
0.618 78.226
HIGH 76.975
0.618 76.201
0.500 75.963
0.382 75.724
LOW 74.950
0.618 73.699
1.000 72.925
1.618 71.674
2.618 69.649
4.250 66.344
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 75.963 76.538
PP 75.765 76.148
S1 75.568 75.759

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

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