NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 73.850 74.975 1.125 1.5% 72.750
High 75.050 75.800 0.750 1.0% 74.000
Low 73.700 74.800 1.100 1.5% 72.425
Close 75.040 75.740 0.700 0.9% 74.000
Range 1.350 1.000 -0.350 -25.9% 1.575
ATR 0.786 0.801 0.015 1.9% 0.000
Volume 120 89 -31 -25.8% 104
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.447 78.093 76.290
R3 77.447 77.093 76.015
R2 76.447 76.447 75.923
R1 76.093 76.093 75.832 76.270
PP 75.447 75.447 75.447 75.535
S1 75.093 75.093 75.648 75.270
S2 74.447 74.447 75.557
S3 73.447 74.093 75.465
S4 72.447 73.093 75.190
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 75.800 72.900 2.900 3.8% 1.075 1.4% 98% True False 66
10 75.800 72.400 3.400 4.5% 0.793 1.0% 98% True False 36
20 75.800 68.725 7.075 9.3% 0.650 0.9% 99% True False 21
40 75.800 65.950 9.850 13.0% 0.366 0.5% 99% True False 15
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 0.203
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.050
2.618 78.418
1.618 77.418
1.000 76.800
0.618 76.418
HIGH 75.800
0.618 75.418
0.500 75.300
0.382 75.182
LOW 74.800
0.618 74.182
1.000 73.800
1.618 73.182
2.618 72.182
4.250 70.550
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 75.593 75.377
PP 75.447 75.013
S1 75.300 74.650

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

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