NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 71.925 71.350 -0.575 -0.8% 74.850
High 72.150 71.450 -0.700 -1.0% 74.900
Low 70.400 69.875 -0.525 -0.7% 69.875
Close 71.400 71.250 -0.150 -0.2% 71.250
Range 1.750 1.575 -0.175 -10.0% 5.025
ATR 1.553 1.555 0.002 0.1% 0.000
Volume 1,153 681 -472 -40.9% 3,418
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.583 74.992 72.116
R3 74.008 73.417 71.683
R2 72.433 72.433 71.539
R1 71.842 71.842 71.394 71.350
PP 70.858 70.858 70.858 70.613
S1 70.267 70.267 71.106 69.775
S2 69.283 69.283 70.961
S3 67.708 68.692 70.817
S4 66.133 67.117 70.384
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 87.083 84.192 74.014
R3 82.058 79.167 72.632
R2 77.033 77.033 72.171
R1 74.142 74.142 71.711 73.075
PP 72.008 72.008 72.008 71.475
S1 69.117 69.117 70.789 68.050
S2 66.983 66.983 70.329
S3 61.958 64.092 69.868
S4 56.933 59.067 68.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.900 69.875 5.025 7.1% 1.830 2.6% 27% False True 683
10 78.125 69.875 8.250 11.6% 1.825 2.6% 17% False True 659
20 78.125 69.875 8.250 11.6% 1.688 2.4% 17% False True 474
40 78.125 68.725 9.400 13.2% 1.078 1.5% 27% False False 242
60 78.125 65.950 12.175 17.1% 0.735 1.0% 44% False False 164
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.375
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.144
2.618 75.573
1.618 73.998
1.000 73.025
0.618 72.423
HIGH 71.450
0.618 70.848
0.500 70.663
0.382 70.477
LOW 69.875
0.618 68.902
1.000 68.300
1.618 67.327
2.618 65.752
4.250 63.181
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 71.054 71.400
PP 70.858 71.350
S1 70.663 71.300

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

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