NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 75.300 76.100 0.800 1.1% 74.225
High 76.175 76.400 0.225 0.3% 76.400
Low 74.900 75.400 0.500 0.7% 73.675
Close 76.070 75.790 -0.280 -0.4% 75.790
Range 1.275 1.000 -0.275 -21.6% 2.725
ATR 1.272 1.253 -0.019 -1.5% 0.000
Volume 9,157 13,011 3,854 42.1% 36,426
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.863 78.327 76.340
R3 77.863 77.327 76.065
R2 76.863 76.863 75.973
R1 76.327 76.327 75.882 76.095
PP 75.863 75.863 75.863 75.748
S1 75.327 75.327 75.698 75.095
S2 74.863 74.863 75.607
S3 73.863 74.327 75.515
S4 72.863 73.327 75.240
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 83.463 82.352 77.289
R3 80.738 79.627 76.539
R2 78.013 78.013 76.290
R1 76.902 76.902 76.040 77.458
PP 75.288 75.288 75.288 75.566
S1 74.177 74.177 75.540 74.733
S2 72.563 72.563 75.290
S3 69.838 71.452 75.041
S4 67.113 68.727 74.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.400 73.675 2.725 3.6% 1.245 1.6% 78% True False 7,285
10 76.400 72.025 4.375 5.8% 1.293 1.7% 86% True False 4,354
20 76.400 67.600 8.800 11.6% 1.335 1.8% 93% True False 2,639
40 76.400 64.550 11.850 15.6% 1.115 1.5% 95% True False 1,361
60 76.400 64.550 11.850 15.6% 0.814 1.1% 95% True False 908
80 76.400 64.550 11.850 15.6% 0.638 0.8% 95% True False 683
100 76.400 62.840 13.560 17.9% 0.511 0.7% 96% True False 547
Crabel Price Patterns
NR True
NR4 True
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 0.405
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.650
2.618 79.018
1.618 78.018
1.000 77.400
0.618 77.018
HIGH 76.400
0.618 76.018
0.500 75.900
0.382 75.782
LOW 75.400
0.618 74.782
1.000 74.400
1.618 73.782
2.618 72.782
4.250 71.150
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 75.900 75.585
PP 75.863 75.380
S1 75.827 75.175

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

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