NYMEX miNY Light Sweet Crude Oil Future August 2007

Trading Metrics calculated at close of trading on 09-Jul-2007

Day Change Summary
	Previous	Current
	06-Jul-2007	09-Jul-2007	Change	Change %	Previous Week
Open	71.825	72.750	0.925	1.3%	70.650
High	72.950	73.000	0.050	0.1%	72.950
Low	71.550	71.800	0.250	0.3%	69.550
Close	72.810	72.190	-0.620	-0.9%	72.810
Range	1.400	1.200	-0.200	-14.3%	3.400
ATR	1.472	1.453	-0.019	-1.3%	0.000
Volume	18,393	11,200	-7,193	-39.1%	57,626

Daily Pivots for day following 09-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.930	75.260	72.850
R3	74.730	74.060	72.520
R2	73.530	73.530	72.410
R1	72.860	72.860	72.300	72.595
PP	72.330	72.330	72.330	72.198
S1	71.660	71.660	72.080	71.395
S2	71.130	71.130	71.970
S3	69.930	70.460	71.860
S4	68.730	69.260	71.530

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.970	80.790	74.680
R3	78.570	77.390	73.745
R2	75.170	75.170	73.433
R1	73.990	73.990	73.122	74.580
PP	71.770	71.770	71.770	72.065
S1	70.590	70.590	72.498	71.180
S2	68.370	68.370	72.187
S3	64.970	67.190	71.875
S4	61.570	63.790	70.940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.000	69.550	3.450	4.8%	1.335	1.8%	77%	True	False	13,765
10	73.000	67.075	5.925	8.2%	1.563	2.2%	86%	True	False	15,386
20	73.000	65.225	7.775	10.8%	1.516	2.1%	90%	True	False	11,070
40	73.000	63.500	9.500	13.2%	1.376	1.9%	91%	True	False	5,746
60	73.000	63.500	9.500	13.2%	1.149	1.6%	91%	True	False	3,833
80	73.000	62.200	10.800	15.0%	0.903	1.3%	93%	True	False	2,877
100	73.000	60.650	12.350	17.1%	0.766	1.1%	93%	True	False	2,302

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.360
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.100
2.618	76.142
1.618	74.942
1.000	74.200
0.618	73.742
HIGH	73.000
0.618	72.542
0.500	72.400
0.382	72.258
LOW	71.800
0.618	71.058
1.000	70.600
1.618	69.858
2.618	68.658
4.250	66.700

Fisher Pivots for day following 09-Jul-2007
Pivot	1 day	3 day
R1	72.400	72.093
PP	72.330	71.997
S1	72.260	71.900

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols