NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 73.350 76.200 2.850 3.9% 74.225
High 76.350 77.250 0.900 1.2% 76.400
Low 73.100 74.600 1.500 2.1% 73.675
Close 75.880 74.950 -0.930 -1.2% 75.790
Range 3.250 2.650 -0.600 -18.5% 2.725
ATR 1.453 1.539 0.085 5.9% 0.000
Volume 15,386 16,519 1,133 7.4% 36,426
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 83.550 81.900 76.408
R3 80.900 79.250 75.679
R2 78.250 78.250 75.436
R1 76.600 76.600 75.193 76.100
PP 75.600 75.600 75.600 75.350
S1 73.950 73.950 74.707 73.450
S2 72.950 72.950 74.464
S3 70.300 71.300 74.221
S4 67.650 68.650 73.493
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 77.250 72.900 4.350 5.8% 2.035 2.7% 47% True False 13,144
10 77.250 72.625 4.625 6.2% 1.695 2.3% 50% True False 9,135
20 77.250 69.850 7.400 9.9% 1.464 2.0% 69% True False 5,125
40 77.250 65.600 11.650 15.5% 1.296 1.7% 80% True False 2,677
60 77.250 64.550 12.700 16.9% 0.959 1.3% 82% True False 1,787
80 77.250 64.550 12.700 16.9% 0.741 1.0% 82% True False 1,341
100 77.250 62.840 14.410 19.2% 0.603 0.8% 84% True False 1,074
120 77.250 60.960 16.290 21.7% 0.504 0.7% 86% True False 895
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 0.370
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.513
2.618 84.188
1.618 81.538
1.000 79.900
0.618 78.888
HIGH 77.250
0.618 76.238
0.500 75.925
0.382 75.612
LOW 74.600
0.618 72.962
1.000 71.950
1.618 70.312
2.618 67.662
4.250 63.338
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 75.925 75.075
PP 75.600 75.033
S1 75.275 74.992

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

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