NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 73.075 72.950 -0.125 -0.2% 72.750
High 73.775 74.000 0.225 0.3% 74.000
Low 72.425 72.900 0.475 0.7% 72.425
Close 72.930 74.000 1.070 1.5% 74.000
Range 1.350 1.100 -0.250 -18.5% 1.575
ATR 0.675 0.705 0.030 4.5% 0.000
Volume 6 78 72 1,200.0% 104
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.933 76.567 74.605
R3 75.833 75.467 74.303
R2 74.733 74.733 74.202
R1 74.367 74.367 74.101 74.550
PP 73.633 73.633 73.633 73.725
S1 73.267 73.267 73.899 73.450
S2 72.533 72.533 73.798
S3 71.433 72.167 73.698
S4 70.333 71.067 73.395
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.200 77.675 74.866
R3 76.625 76.100 74.433
R2 75.050 75.050 74.289
R1 74.525 74.525 74.144 74.788
PP 73.475 73.475 73.475 73.606
S1 72.950 72.950 73.856 73.213
S2 71.900 71.900 73.711
S3 70.325 71.375 73.567
S4 68.750 69.800 73.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.000 72.425 1.575 2.1% 0.700 0.9% 100% True False 20
10 74.000 71.725 2.275 3.1% 0.480 0.6% 100% True False 13
20 74.000 68.725 5.275 7.1% 0.468 0.6% 100% True False 10
40 74.000 65.950 8.050 10.9% 0.259 0.3% 100% True False 9
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 0.113
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.675
2.618 76.880
1.618 75.780
1.000 75.100
0.618 74.680
HIGH 74.000
0.618 73.580
0.500 73.450
0.382 73.320
LOW 72.900
0.618 72.220
1.000 71.800
1.618 71.120
2.618 70.020
4.250 68.225
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 73.817 73.738
PP 73.633 73.475
S1 73.450 73.213

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

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