NYMEX miNY Light Sweet Crude Oil Future September 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 72.900 72.975 0.075 0.1% 73.150
High 74.150 74.175 0.025 0.0% 74.175
Low 72.275 72.625 0.350 0.5% 72.025
Close 72.870 74.130 1.260 1.7% 74.130
Range 1.875 1.550 -0.325 -17.3% 2.150
ATR 1.234 1.256 0.023 1.8% 0.000
Volume 1,588 2,216 628 39.5% 7,115
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.293 77.762 74.983
R3 76.743 76.212 74.556
R2 75.193 75.193 74.414
R1 74.662 74.662 74.272 74.928
PP 73.643 73.643 73.643 73.776
S1 73.112 73.112 73.988 73.378
S2 72.093 72.093 73.846
S3 70.543 71.562 73.704
S4 68.993 70.012 73.278
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.893 79.162 75.313
R3 77.743 77.012 74.721
R2 75.593 75.593 74.524
R1 74.862 74.862 74.327 75.228
PP 73.443 73.443 73.443 73.626
S1 72.712 72.712 73.933 73.078
S2 71.293 71.293 73.736
S3 69.143 70.562 73.539
S4 66.993 68.412 72.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.175 72.025 2.150 2.9% 1.340 1.8% 98% True False 1,423
10 74.175 70.050 4.125 5.6% 1.243 1.7% 99% True False 1,242
20 74.175 67.600 6.575 8.9% 1.373 1.9% 99% True False 889
40 74.175 64.550 9.625 13.0% 1.024 1.4% 100% True False 451
60 74.175 64.550 9.625 13.0% 0.731 1.0% 100% True False 301
80 74.175 64.550 9.625 13.0% 0.561 0.8% 100% True False 228
100 74.175 62.840 11.335 15.3% 0.450 0.6% 100% True False 182
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 0.395
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.763
2.618 78.233
1.618 76.683
1.000 75.725
0.618 75.133
HIGH 74.175
0.618 73.583
0.500 73.400
0.382 73.217
LOW 72.625
0.618 71.667
1.000 71.075
1.618 70.117
2.618 68.567
4.250 66.038
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 73.887 73.828
PP 73.643 73.527
S1 73.400 73.225

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

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