NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 78.000 76.675 -1.325 -1.7% 75.675
High 78.775 77.450 -1.325 -1.7% 77.250
Low 76.100 75.500 -0.600 -0.8% 72.900
Close 76.530 76.860 0.330 0.4% 77.020
Range 2.675 1.950 -0.725 -27.1% 4.350
ATR 1.663 1.684 0.020 1.2% 0.000
Volume 18,665 23,851 5,186 27.8% 74,623
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 82.453 81.607 77.933
R3 80.503 79.657 77.396
R2 78.553 78.553 77.218
R1 77.707 77.707 77.039 78.130
PP 76.603 76.603 76.603 76.815
S1 75.757 75.757 76.681 76.180
S2 74.653 74.653 76.503
S3 72.703 73.807 76.324
S4 70.753 71.857 75.788
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 78.775 74.700 4.075 5.3% 2.000 2.6% 53% False False 18,886
10 78.775 72.900 5.875 7.6% 2.018 2.6% 67% False False 16,015
20 78.775 71.850 6.925 9.0% 1.671 2.2% 72% False False 9,653
40 78.775 66.300 12.475 16.2% 1.451 1.9% 85% False False 5,035
60 78.775 64.550 14.225 18.5% 1.126 1.5% 87% False False 3,360
80 78.775 64.550 14.225 18.5% 0.866 1.1% 87% False False 2,521
100 78.775 62.840 15.935 20.7% 0.703 0.9% 88% False False 2,018
120 78.775 61.190 17.585 22.9% 0.587 0.8% 89% False False 1,682
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 0.390
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.738
2.618 82.555
1.618 80.605
1.000 79.400
0.618 78.655
HIGH 77.450
0.618 76.705
0.500 76.475
0.382 76.245
LOW 75.500
0.618 74.295
1.000 73.550
1.618 72.345
2.618 70.395
4.250 67.213
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 76.732 77.138
PP 76.603 77.045
S1 76.475 76.953

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

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