NYMEX miNY Light Sweet Crude Oil Future September 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 74.300 75.300 1.000 1.3% 73.150
High 75.450 76.175 0.725 1.0% 74.175
Low 73.950 74.900 0.950 1.3% 72.025
Close 75.300 76.070 0.770 1.0% 74.130
Range 1.500 1.275 -0.225 -15.0% 2.150
ATR 1.272 1.272 0.000 0.0% 0.000
Volume 8,945 9,157 212 2.4% 7,115
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.540 79.080 76.771
R3 78.265 77.805 76.421
R2 76.990 76.990 76.304
R1 76.530 76.530 76.187 76.760
PP 75.715 75.715 75.715 75.830
S1 75.255 75.255 75.953 75.485
S2 74.440 74.440 75.836
S3 73.165 73.980 75.719
S4 71.890 72.705 75.369
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 76.175 72.625 3.550 4.7% 1.355 1.8% 97% True False 5,126
10 76.175 71.850 4.325 5.7% 1.325 1.7% 98% True False 3,290
20 76.175 67.600 8.575 11.3% 1.351 1.8% 99% True False 2,008
40 76.175 64.550 11.625 15.3% 1.126 1.5% 99% True False 1,036
60 76.175 64.550 11.625 15.3% 0.798 1.0% 99% True False 691
80 76.175 64.550 11.625 15.3% 0.626 0.8% 99% True False 520
100 76.175 62.840 13.335 17.5% 0.501 0.7% 99% True False 417
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 0.418
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.594
2.618 79.513
1.618 78.238
1.000 77.450
0.618 76.963
HIGH 76.175
0.618 75.688
0.500 75.538
0.382 75.387
LOW 74.900
0.618 74.112
1.000 73.625
1.618 72.837
2.618 71.562
4.250 69.481
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 75.893 75.688
PP 75.715 75.307
S1 75.538 74.925

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

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