NYMEX miNY Light Sweet Crude Oil Future November 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	71.125	70.725	-0.400	-0.6%	70.900
High	71.750	70.900	-0.850	-1.2%	73.100
Low	71.125	69.925	-1.200	-1.7%	70.000
Close	71.460	70.670	-0.790	-1.1%	71.460
Range	0.625	0.975	0.350	56.0%	3.100
ATR	1.205	1.229	0.024	2.0%	0.000
Volume	33	14	-19	-57.6%	80

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	73.423	73.022	71.206
R3	72.448	72.047	70.938
R2	71.473	71.473	70.849
R1	71.072	71.072	70.759	70.785
PP	70.498	70.498	70.498	70.355
S1	70.097	70.097	70.581	69.810
S2	69.523	69.523	70.491
S3	68.548	69.122	70.402
S4	67.573	68.147	70.134

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	80.820	79.240	73.165
R3	77.720	76.140	72.313
R2	74.620	74.620	72.028
R1	73.040	73.040	71.744	73.830
PP	71.520	71.520	71.520	71.915
S1	69.940	69.940	71.176	70.730
S2	68.420	68.420	70.892
S3	65.320	66.840	70.608
S4	62.220	63.740	69.755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.100	69.925	3.175	4.5%	1.120	1.6%	23%	False	True	17
10	73.100	69.925	3.175	4.5%	1.063	1.5%	23%	False	True	13
20	77.000	69.925	7.075	10.0%	1.064	1.5%	11%	False	True	12

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	0.083
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.044
2.618	73.453
1.618	72.478
1.000	71.875
0.618	71.503
HIGH	70.900
0.618	70.528
0.500	70.413
0.382	70.297
LOW	69.925
0.618	69.322
1.000	68.950
1.618	68.347
2.618	67.372
4.250	65.781

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	70.584	71.163
PP	70.498	70.998
S1	70.413	70.834

Download as Excel Spreadsheet

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

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