NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 72.750 72.750 0.000 0.0% 71.730
High 72.975 72.975 0.000 0.0% 72.600
Low 72.550 72.550 0.000 0.0% 71.725
Close 72.720 73.280 0.560 0.8% 73.080
Range 0.425 0.425 0.000 0.0% 0.875
ATR 0.664 0.647 -0.017 -2.6% 0.000
Volume 2 9 7 350.0% 33
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 74.210 74.170 73.514
R3 73.785 73.745 73.397
R2 73.360 73.360 73.358
R1 73.320 73.320 73.319 73.340
PP 72.935 72.935 72.935 72.945
S1 72.895 72.895 73.241 72.915
S2 72.510 72.510 73.202
S3 72.085 72.470 73.163
S4 71.660 72.045 73.046
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 72.975 71.725 1.250 1.7% 0.375 0.5% 124% True False 5
10 72.975 68.725 4.250 5.8% 0.395 0.5% 107% True False 8
20 72.975 68.510 4.465 6.1% 0.360 0.5% 107% True False 5
40 72.975 65.950 7.025 9.6% 0.193 0.3% 104% True False 7
Crabel Price Patterns
NR False
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 0.045
Fibonacci Retracements and Extensions
4.250 74.781
2.618 74.088
1.618 73.663
1.000 73.400
0.618 73.238
HIGH 72.975
0.618 72.813
0.500 72.763
0.382 72.712
LOW 72.550
0.618 72.287
1.000 72.125
1.618 71.862
2.618 71.437
4.250 70.744
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 73.108 73.083
PP 72.935 72.885
S1 72.763 72.688

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

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