NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 76.900 76.775 -0.125 -0.2% 75.675
High 77.325 78.275 0.950 1.2% 77.250
Low 76.050 76.600 0.550 0.7% 72.900
Close 76.830 78.210 1.380 1.8% 77.020
Range 1.275 1.675 0.400 31.4% 4.350
ATR 1.579 1.586 0.007 0.4% 0.000
Volume 15,828 14,178 -1,650 -10.4% 74,623
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 82.720 82.140 79.131
R3 81.045 80.465 78.671
R2 79.370 79.370 78.517
R1 78.790 78.790 78.364 79.080
PP 77.695 77.695 77.695 77.840
S1 77.115 77.115 78.056 77.405
S2 76.020 76.020 77.903
S3 74.345 75.440 77.749
S4 72.670 73.765 77.289
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 78.275 73.100 5.175 6.6% 2.255 2.9% 99% True False 16,764
10 78.275 72.900 5.375 6.9% 1.833 2.3% 99% True False 13,574
20 78.275 71.100 7.175 9.2% 1.541 2.0% 99% True False 7,588
40 78.275 66.300 11.975 15.3% 1.364 1.7% 99% True False 3,973
60 78.275 64.550 13.725 17.5% 1.049 1.3% 100% True False 2,652
80 78.275 64.550 13.725 17.5% 0.808 1.0% 100% True False 1,989
100 78.275 62.840 15.435 19.7% 0.657 0.8% 100% True False 1,593
120 78.275 61.190 17.085 21.8% 0.548 0.7% 100% True False 1,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.310
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.394
2.618 82.660
1.618 80.985
1.000 79.950
0.618 79.310
HIGH 78.275
0.618 77.635
0.500 77.438
0.382 77.240
LOW 76.600
0.618 75.565
1.000 74.925
1.618 73.890
2.618 72.215
4.250 69.481
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 77.953 77.636
PP 77.695 77.062
S1 77.438 76.488

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

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