NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 71.575 73.500 1.925 2.7% 71.575
High 73.650 73.975 0.325 0.4% 71.650
Low 71.400 72.750 1.350 1.9% 68.650
Close 73.510 73.360 -0.150 -0.2% 71.090
Range 2.250 1.225 -1.025 -45.6% 3.000
ATR 1.741 1.704 -0.037 -2.1% 0.000
Volume 10,256 11,986 1,730 16.9% 54,158
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 77.037 76.423 74.034
R3 75.812 75.198 73.697
R2 74.587 74.587 73.585
R1 73.973 73.973 73.472 73.668
PP 73.362 73.362 73.362 73.209
S1 72.748 72.748 73.248 72.443
S2 72.137 72.137 73.135
S3 70.912 71.523 73.023
S4 69.687 70.298 72.686
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.463 78.277 72.740
R3 76.463 75.277 71.915
R2 73.463 73.463 71.640
R1 72.277 72.277 71.365 71.370
PP 70.463 70.463 70.463 70.010
S1 69.277 69.277 70.815 68.370
S2 67.463 67.463 70.540
S3 64.463 66.277 70.265
S4 61.463 63.277 69.440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.975 69.500 4.475 6.1% 1.665 2.3% 86% True False 9,982
10 73.975 68.650 5.325 7.3% 1.700 2.3% 88% True False 9,895
20 76.975 68.650 8.325 11.3% 1.823 2.5% 57% False False 5,381
40 78.125 68.650 9.475 12.9% 1.567 2.1% 50% False False 2,833
60 78.125 66.500 11.625 15.8% 1.148 1.6% 59% False False 1,890
80 78.125 65.950 12.175 16.6% 0.867 1.2% 61% False False 1,420
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 0.480
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.181
2.618 77.182
1.618 75.957
1.000 75.200
0.618 74.732
HIGH 73.975
0.618 73.507
0.500 73.363
0.382 73.218
LOW 72.750
0.618 71.993
1.000 71.525
1.618 70.768
2.618 69.543
4.250 67.544
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 73.363 73.103
PP 73.362 72.845
S1 73.361 72.588

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

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