NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 76.200 74.825 -1.375 -1.8% 75.675
High 77.250 77.125 -0.125 -0.2% 77.250
Low 74.600 74.700 0.100 0.1% 72.900
Close 74.950 77.020 2.070 2.8% 77.020
Range 2.650 2.425 -0.225 -8.5% 4.350
ATR 1.539 1.602 0.063 4.1% 0.000
Volume 16,519 21,910 5,391 32.6% 74,623
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 83.557 82.713 78.354
R3 81.132 80.288 77.687
R2 78.707 78.707 77.465
R1 77.863 77.863 77.242 78.285
PP 76.282 76.282 76.282 76.493
S1 75.438 75.438 76.798 75.860
S2 73.857 73.857 76.575
S3 71.432 73.013 76.353
S4 69.007 70.588 75.686
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 88.773 87.247 79.413
R3 84.423 82.897 78.216
R2 80.073 80.073 77.818
R1 78.547 78.547 77.419 79.310
PP 75.723 75.723 75.723 76.105
S1 74.197 74.197 76.621 74.960
S2 71.373 71.373 76.223
S3 67.023 69.847 75.824
S4 62.673 65.497 74.628
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 5.6% 2.320 3.0% 95% False False 14,924
10 77.250 72.900 4.350 5.6% 1.783 2.3% 95% False False 11,104
20 77.250 70.050 7.200 9.3% 1.513 2.0% 97% False False 6,173
40 77.250 66.300 10.950 14.2% 1.334 1.7% 98% False False 3,223
60 77.250 64.550 12.700 16.5% 1.000 1.3% 98% False False 2,152
80 77.250 64.550 12.700 16.5% 0.771 1.0% 98% False False 1,615
100 77.250 62.840 14.410 18.7% 0.627 0.8% 98% False False 1,293
120 77.250 60.960 16.290 21.2% 0.524 0.7% 99% False False 1,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.348
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.431
2.618 83.474
1.618 81.049
1.000 79.550
0.618 78.624
HIGH 77.125
0.618 76.199
0.500 75.913
0.382 75.626
LOW 74.700
0.618 73.201
1.000 72.275
1.618 70.776
2.618 68.351
4.250 64.394
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 76.651 76.405
PP 76.282 75.790
S1 75.913 75.175

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

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