NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 74.850 71.950 -2.900 -3.9% 76.050
High 74.900 72.475 -2.425 -3.2% 78.125
Low 71.600 71.100 -0.500 -0.7% 74.950
Close 71.970 72.380 0.410 0.6% 75.370
Range 3.300 1.375 -1.925 -58.3% 3.175
ATR 1.583 1.568 -0.015 -0.9% 0.000
Volume 439 695 256 58.3% 3,174
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.110 75.620 73.136
R3 74.735 74.245 72.758
R2 73.360 73.360 72.632
R1 72.870 72.870 72.506 73.115
PP 71.985 71.985 71.985 72.108
S1 71.495 71.495 72.254 71.740
S2 70.610 70.610 72.128
S3 69.235 70.120 72.002
S4 67.860 68.745 71.624
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 71.100 7.025 9.7% 2.225 3.1% 18% False True 618
10 78.125 71.100 7.025 9.7% 2.123 2.9% 18% False True 607
20 78.125 71.100 7.025 9.7% 1.596 2.2% 18% False True 364
40 78.125 68.510 9.615 13.3% 0.978 1.4% 40% False False 185
60 78.125 65.950 12.175 16.8% 0.660 0.9% 53% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.405
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.319
2.618 76.075
1.618 74.700
1.000 73.850
0.618 73.325
HIGH 72.475
0.618 71.950
0.500 71.788
0.382 71.625
LOW 71.100
0.618 70.250
1.000 69.725
1.618 68.875
2.618 67.500
4.250 65.256
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 72.183 74.038
PP 71.985 73.485
S1 71.788 72.933

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

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