NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 72.550 73.050 0.500 0.7% 70.950
High 73.350 73.350 0.000 0.0% 73.175
Low 72.025 72.475 0.450 0.6% 70.050
Close 73.190 72.940 -0.250 -0.3% 73.150
Range 1.325 0.875 -0.450 -34.0% 3.125
ATR 1.208 1.184 -0.024 -2.0% 0.000
Volume 1,143 1,116 -27 -2.4% 5,309
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.547 75.118 73.421
R3 74.672 74.243 73.181
R2 73.797 73.797 73.100
R1 73.368 73.368 73.020 73.145
PP 72.922 72.922 72.922 72.810
S1 72.493 72.493 72.860 72.270
S2 72.047 72.047 72.780
S3 71.172 71.618 72.699
S4 70.297 70.743 72.459
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 81.500 80.450 74.869
R3 78.375 77.325 74.009
R2 75.250 75.250 73.723
R1 74.200 74.200 73.436 74.725
PP 72.125 72.125 72.125 72.388
S1 71.075 71.075 72.864 71.600
S2 69.000 69.000 72.577
S3 65.875 67.950 72.291
S4 62.750 64.825 71.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.375 71.100 2.275 3.1% 1.220 1.7% 81% False False 1,242
10 73.375 69.275 4.100 5.6% 1.178 1.6% 89% False False 1,031
20 73.375 67.600 5.775 7.9% 1.304 1.8% 92% False False 700
40 73.375 64.550 8.825 12.1% 0.966 1.3% 95% False False 356
60 73.375 64.550 8.825 12.1% 0.674 0.9% 95% False False 238
80 73.375 62.840 10.535 14.4% 0.518 0.7% 96% False False 180
100 73.375 61.640 11.735 16.1% 0.416 0.6% 96% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.318
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.069
2.618 75.641
1.618 74.766
1.000 74.225
0.618 73.891
HIGH 73.350
0.618 73.016
0.500 72.913
0.382 72.809
LOW 72.475
0.618 71.934
1.000 71.600
1.618 71.059
2.618 70.184
4.250 68.756
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 72.931 72.860
PP 72.922 72.780
S1 72.913 72.700

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

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