NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 74.025 73.075 -0.950 -1.3% 73.550
High 74.025 74.750 0.725 1.0% 75.000
Low 73.000 73.000 0.000 0.0% 72.975
Close 73.100 74.770 1.670 2.3% 74.940
Range 1.025 1.750 0.725 70.7% 2.025
ATR 0.541 0.627 0.086 16.0% 0.000
Volume 2 6 4 200.0% 22
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.423 78.847 75.733
R3 77.673 77.097 75.251
R2 75.923 75.923 75.091
R1 75.347 75.347 74.930 75.635
PP 74.173 74.173 74.173 74.318
S1 73.597 73.597 74.610 73.885
S2 72.423 72.423 74.449
S3 70.673 71.847 74.289
S4 68.923 70.097 73.808
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 80.380 79.685 76.054
R3 78.355 77.660 75.497
R2 76.330 76.330 75.311
R1 75.635 75.635 75.126 75.983
PP 74.305 74.305 74.305 74.479
S1 73.610 73.610 74.754 73.958
S2 72.280 72.280 74.569
S3 70.255 71.585 74.383
S4 68.230 69.560 73.826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.000 73.000 2.000 2.7% 0.675 0.9% 89% False True 2
10 75.000 72.975 2.025 2.7% 0.390 0.5% 89% False False 4
20 75.000 70.500 4.500 6.0% 0.220 0.3% 95% False False 3
40 75.000 67.350 7.650 10.2% 0.163 0.2% 97% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 82.188
2.618 79.332
1.618 77.582
1.000 76.500
0.618 75.832
HIGH 74.750
0.618 74.082
0.500 73.875
0.382 73.669
LOW 73.000
0.618 71.919
1.000 71.250
1.618 70.169
2.618 68.419
4.250 65.563
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 74.472 74.472
PP 74.173 74.173
S1 73.875 73.875

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

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