NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 75.675 74.900 -0.775 -1.0% 74.225
High 75.675 74.925 -0.750 -1.0% 76.400
Low 74.425 72.900 -1.525 -2.0% 73.675
Close 74.890 73.325 -1.565 -2.1% 75.790
Range 1.250 2.025 0.775 62.0% 2.725
ATR 1.261 1.315 0.055 4.3% 0.000
Volume 10,456 10,352 -104 -1.0% 36,426
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.792 78.583 74.439
R3 77.767 76.558 73.882
R2 75.742 75.742 73.696
R1 74.533 74.533 73.511 74.125
PP 73.717 73.717 73.717 73.513
S1 72.508 72.508 73.139 72.100
S2 71.692 71.692 72.954
S3 69.667 70.483 72.768
S4 67.642 68.458 72.211
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 72.900 3.500 4.8% 1.410 1.9% 12% False True 10,384
10 76.400 72.275 4.125 5.6% 1.380 1.9% 25% False False 6,215
20 76.400 67.600 8.800 12.0% 1.338 1.8% 65% False False 3,612
40 76.400 64.550 11.850 16.2% 1.183 1.6% 74% False False 1,880
60 76.400 64.550 11.850 16.2% 0.869 1.2% 74% False False 1,255
80 76.400 64.550 11.850 16.2% 0.667 0.9% 74% False False 943
100 76.400 62.840 13.560 18.5% 0.544 0.7% 77% False False 755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.333
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 83.531
2.618 80.226
1.618 78.201
1.000 76.950
0.618 76.176
HIGH 74.925
0.618 74.151
0.500 73.913
0.382 73.674
LOW 72.900
0.618 71.649
1.000 70.875
1.618 69.624
2.618 67.599
4.250 64.294
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 73.913 74.650
PP 73.717 74.208
S1 73.521 73.767

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

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