NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 74.825 76.900 2.075 2.8% 75.675
High 77.125 77.325 0.200 0.3% 77.250
Low 74.700 76.050 1.350 1.8% 72.900
Close 77.020 76.830 -0.190 -0.2% 77.020
Range 2.425 1.275 -1.150 -47.4% 4.350
ATR 1.602 1.579 -0.023 -1.5% 0.000
Volume 21,910 15,828 -6,082 -27.8% 74,623
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 80.560 79.970 77.531
R3 79.285 78.695 77.181
R2 78.010 78.010 77.064
R1 77.420 77.420 76.947 77.078
PP 76.735 76.735 76.735 76.564
S1 76.145 76.145 76.713 75.803
S2 75.460 75.460 76.596
S3 74.185 74.870 76.479
S4 72.910 73.595 76.129
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 77.325 72.900 4.425 5.8% 2.325 3.0% 89% True False 15,999
10 77.325 72.900 4.425 5.8% 1.833 2.4% 89% True False 12,520
20 77.325 71.100 6.225 8.1% 1.494 1.9% 92% True False 6,914
40 77.325 66.300 11.025 14.3% 1.322 1.7% 96% True False 3,619
60 77.325 64.550 12.775 16.6% 1.021 1.3% 96% True False 2,415
80 77.325 64.550 12.775 16.6% 0.787 1.0% 96% True False 1,812
100 77.325 62.840 14.485 18.9% 0.640 0.8% 97% True False 1,451
120 77.325 61.190 16.135 21.0% 0.534 0.7% 97% True False 1,210
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.353
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.744
2.618 80.663
1.618 79.388
1.000 78.600
0.618 78.113
HIGH 77.325
0.618 76.838
0.500 76.688
0.382 76.537
LOW 76.050
0.618 75.262
1.000 74.775
1.618 73.987
2.618 72.712
4.250 70.631
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 76.783 76.541
PP 76.735 76.252
S1 76.688 75.963

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

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