NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 06-Jul-2007
Day Change Summary
Previous Current
05-Jul-2007 06-Jul-2007 Change Change % Previous Week
Open 71.725 72.400 0.675 0.9% 71.730
High 72.600 72.550 -0.050 -0.1% 72.600
Low 71.725 72.400 0.675 0.9% 71.725
Close 72.250 73.080 0.830 1.1% 73.080
Range 0.875 0.150 -0.725 -82.9% 0.875
ATR 0.703 0.675 -0.029 -4.1% 0.000
Volume 2 7 5 250.0% 33
Daily Pivots for day following 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 73.127 73.253 73.163
R3 72.977 73.103 73.121
R2 72.827 72.827 73.108
R1 72.953 72.953 73.094 72.890
PP 72.677 72.677 72.677 72.645
S1 72.803 72.803 73.066 72.740
S2 72.527 72.527 73.053
S3 72.377 72.653 73.039
S4 72.227 72.503 72.998
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.093 74.962 73.561
R3 74.218 74.087 73.321
R2 73.343 73.343 73.240
R1 73.212 73.212 73.160 73.278
PP 72.468 72.468 72.468 72.501
S1 72.337 72.337 73.000 72.403
S2 71.593 71.593 72.920
S3 70.718 71.462 72.839
S4 69.843 70.587 72.599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.600 71.725 0.875 1.2% 0.260 0.4% 155% False False 6
10 72.600 68.725 3.875 5.3% 0.523 0.7% 112% False False 7
20 72.600 66.500 6.100 8.3% 0.318 0.4% 108% False False 5
40 72.600 65.950 6.650 9.1% 0.171 0.2% 107% False False 7
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 0.005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.188
2.618 72.943
1.618 72.793
1.000 72.700
0.618 72.643
HIGH 72.550
0.618 72.493
0.500 72.475
0.382 72.457
LOW 72.400
0.618 72.307
1.000 72.250
1.618 72.157
2.618 72.007
4.250 71.763
Fisher Pivots for day following 06-Jul-2007
Pivot 1 day 3 day
R1 72.878 72.774
PP 72.677 72.468
S1 72.475 72.163

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

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