NYMEX miNY Light Sweet Crude Oil Future September 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	73.150	72.550	-0.600	-0.8%	70.950
High	73.375	73.350	-0.025	0.0%	73.175
Low	72.300	72.025	-0.275	-0.4%	70.050
Close	72.610	73.190	0.580	0.8%	73.150
Range	1.075	1.325	0.250	23.3%	3.125
ATR	1.199	1.208	0.009	0.8%	0.000
Volume	1,052	1,143	91	8.7%	5,309

Daily Pivots for day following 10-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	76.830	76.335	73.919
R3	75.505	75.010	73.554
R2	74.180	74.180	73.433
R1	73.685	73.685	73.311	73.933
PP	72.855	72.855	72.855	72.979
S1	72.360	72.360	73.069	72.608
S2	71.530	71.530	72.947
S3	70.205	71.035	72.826
S4	68.880	69.710	72.461

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.500	80.450	74.869
R3	78.375	77.325	74.009
R2	75.250	75.250	73.723
R1	74.200	74.200	73.436	74.725
PP	72.125	72.125	72.125	72.388
S1	71.075	71.075	72.864	71.600
S2	69.000	69.000	72.577
S3	65.875	67.950	72.291
S4	62.750	64.825	71.431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.375	71.100	2.275	3.1%	1.150	1.6%	92%	False	False	1,159
10	73.375	67.600	5.775	7.9%	1.295	1.8%	97%	False	False	1,010
20	73.375	66.725	6.650	9.1%	1.328	1.8%	97%	False	False	645
40	73.375	64.550	8.825	12.1%	0.944	1.3%	98%	False	False	328
60	73.375	64.550	8.825	12.1%	0.660	0.9%	98%	False	False	219
80	73.375	62.840	10.535	14.4%	0.507	0.7%	98%	False	False	166
100	73.375	61.640	11.735	16.0%	0.407	0.6%	98%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.358
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.981
2.618	76.819
1.618	75.494
1.000	74.675
0.618	74.169
HIGH	73.350
0.618	72.844
0.500	72.688
0.382	72.531
LOW	72.025
0.618	71.206
1.000	70.700
1.618	69.881
2.618	68.556
4.250	66.394

Fisher Pivots for day following 10-Jul-2007
Pivot	1 day	3 day
R1	73.023	72.998
PP	72.855	72.805
S1	72.688	72.613

Download as Excel Spreadsheet

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

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