NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 71.725 71.725 0.000 0.0% 69.500
High 71.725 72.600 0.875 1.2% 71.000
Low 71.725 71.725 0.000 0.0% 68.725
Close 71.725 72.250 0.525 0.7% 71.060
Range 0.000 0.875 0.875 2.275
ATR 0.690 0.703 0.013 1.9% 0.000
Volume 8 2 -6 -75.0% 44
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 74.817 74.408 72.731
R3 73.942 73.533 72.491
R2 73.067 73.067 72.410
R1 72.658 72.658 72.330 72.863
PP 72.192 72.192 72.192 72.294
S1 71.783 71.783 72.170 71.988
S2 71.317 71.317 72.090
S3 70.442 70.908 72.009
S4 69.567 70.033 71.769
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.087 76.348 72.311
R3 74.812 74.073 71.686
R2 72.537 72.537 71.477
R1 71.798 71.798 71.269 72.168
PP 70.262 70.262 70.262 70.446
S1 69.523 69.523 70.851 69.893
S2 67.987 67.987 70.643
S3 65.712 67.248 70.434
S4 63.437 64.973 69.809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.600 70.050 2.550 3.5% 0.420 0.6% 86% True False 8
10 72.600 68.725 3.875 5.4% 0.508 0.7% 91% True False 7
20 72.600 66.500 6.100 8.4% 0.310 0.4% 94% True False 5
40 72.600 65.950 6.650 9.2% 0.168 0.2% 95% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.319
2.618 74.891
1.618 74.016
1.000 73.475
0.618 73.141
HIGH 72.600
0.618 72.266
0.500 72.163
0.382 72.059
LOW 71.725
0.618 71.184
1.000 70.850
1.618 70.309
2.618 69.434
4.250 68.006
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 72.221 72.221
PP 72.192 72.192
S1 72.163 72.163

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

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