NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 71.250 72.400 1.150 1.6% 74.850
High 72.400 73.975 1.575 2.2% 74.900
Low 71.050 72.000 0.950 1.3% 69.875
Close 72.020 73.210 1.190 1.7% 71.250
Range 1.350 1.975 0.625 46.3% 5.025
ATR 1.570 1.599 0.029 1.8% 0.000
Volume 1,041 1,227 186 17.9% 3,418
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.987 78.073 74.296
R3 77.012 76.098 73.753
R2 75.037 75.037 73.572
R1 74.123 74.123 73.391 74.580
PP 73.062 73.062 73.062 73.290
S1 72.148 72.148 73.029 72.605
S2 71.087 71.087 72.848
S3 69.112 70.173 72.667
S4 67.137 68.198 72.124
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 73.975 69.875 4.100 5.6% 1.730 2.4% 81% True False 987
10 77.025 69.875 7.150 9.8% 1.838 2.5% 47% False False 811
20 78.125 69.875 8.250 11.3% 1.790 2.4% 40% False False 621
40 78.125 68.725 9.400 12.8% 1.195 1.6% 48% False False 319
60 78.125 65.950 12.175 16.6% 0.824 1.1% 60% False False 216
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 82.369
2.618 79.146
1.618 77.171
1.000 75.950
0.618 75.196
HIGH 73.975
0.618 73.221
0.500 72.988
0.382 72.754
LOW 72.000
0.618 70.779
1.000 70.025
1.618 68.804
2.618 66.829
4.250 63.606
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 73.136 72.936
PP 73.062 72.662
S1 72.988 72.388

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

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