NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 71.300 71.250 -0.050 -0.1% 74.850
High 72.800 72.400 -0.400 -0.5% 74.900
Low 70.800 71.050 0.250 0.4% 69.875
Close 71.320 72.020 0.700 1.0% 71.250
Range 2.000 1.350 -0.650 -32.5% 5.025
ATR 1.587 1.570 -0.017 -1.1% 0.000
Volume 836 1,041 205 24.5% 3,418
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.873 75.297 72.763
R3 74.523 73.947 72.391
R2 73.173 73.173 72.268
R1 72.597 72.597 72.144 72.885
PP 71.823 71.823 71.823 71.968
S1 71.247 71.247 71.896 71.535
S2 70.473 70.473 71.773
S3 69.123 69.897 71.649
S4 67.773 68.547 71.278
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 72.925 69.875 3.050 4.2% 1.565 2.2% 70% False False 832
10 78.125 69.875 8.250 11.5% 1.895 2.6% 26% False False 725
20 78.125 69.875 8.250 11.5% 1.759 2.4% 26% False False 565
40 78.125 68.725 9.400 13.1% 1.146 1.6% 35% False False 288
60 78.125 65.950 12.175 16.9% 0.791 1.1% 50% False False 195
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.388
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.138
2.618 75.934
1.618 74.584
1.000 73.750
0.618 73.234
HIGH 72.400
0.618 71.884
0.500 71.725
0.382 71.566
LOW 71.050
0.618 70.216
1.000 69.700
1.618 68.866
2.618 67.516
4.250 65.313
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 71.922 71.793
PP 71.823 71.565
S1 71.725 71.338

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

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