NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 75.900 74.475 -1.425 -1.9% 75.250
High 76.675 76.350 -0.325 -0.4% 76.675
Low 74.225 74.200 -0.025 0.0% 72.925
Close 74.470 76.310 1.840 2.5% 76.310
Range 2.450 2.150 -0.300 -12.2% 3.750
ATR 1.148 1.220 0.072 6.2% 0.000
Volume 475 685 210 44.2% 2,537
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 82.070 81.340 77.493
R3 79.920 79.190 76.901
R2 77.770 77.770 76.704
R1 77.040 77.040 76.507 77.405
PP 75.620 75.620 75.620 75.803
S1 74.890 74.890 76.113 75.255
S2 73.470 73.470 75.916
S3 71.320 72.740 75.719
S4 69.170 70.590 75.128
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 86.553 85.182 78.373
R3 82.803 81.432 77.341
R2 79.053 79.053 76.998
R1 77.682 77.682 76.654 78.368
PP 75.303 75.303 75.303 75.646
S1 73.932 73.932 75.966 74.618
S2 71.553 71.553 75.623
S3 67.803 70.182 75.279
S4 64.053 66.432 74.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.675 72.925 3.750 4.9% 2.070 2.7% 90% False False 507
10 76.675 72.925 3.750 4.9% 1.550 2.0% 90% False False 289
20 76.675 71.725 4.950 6.5% 1.015 1.3% 93% False False 151
40 76.675 66.500 10.175 13.3% 0.646 0.8% 96% False False 79
60 76.675 65.920 10.755 14.1% 0.431 0.6% 97% False False 55
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 0.265
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.488
2.618 81.979
1.618 79.829
1.000 78.500
0.618 77.679
HIGH 76.350
0.618 75.529
0.500 75.275
0.382 75.021
LOW 74.200
0.618 72.871
1.000 72.050
1.618 70.721
2.618 68.571
4.250 65.063
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 75.965 75.819
PP 75.620 75.328
S1 75.275 74.838

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

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