NYMEX miNY Light Sweet Crude Oil Future August 2007

Trading Metrics calculated at close of trading on 12-Jul-2007

Day Change Summary
	Previous	Current
	11-Jul-2007	12-Jul-2007	Change	Change %	Previous Week
Open	72.650	72.375	-0.275	-0.4%	70.650
High	73.050	73.775	0.725	1.0%	72.950
Low	72.075	71.925	-0.150	-0.2%	69.550
Close	72.560	72.500	-0.060	-0.1%	72.810
Range	0.975	1.850	0.875	89.7%	3.400
ATR	1.420	1.451	0.031	2.2%	0.000
Volume	12,948	12,215	-733	-5.7%	57,626

Daily Pivots for day following 12-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.283	77.242	73.518
R3	76.433	75.392	73.009
R2	74.583	74.583	72.839
R1	73.542	73.542	72.670	74.063
PP	72.733	72.733	72.733	72.994
S1	71.692	71.692	72.330	72.213
S2	70.883	70.883	72.161
S3	69.033	69.842	71.991
S4	67.183	67.992	71.483

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	73.775	71.550	2.225	3.1%	1.380	1.9%	43%	True	False	13,283
10	73.775	68.925	4.850	6.7%	1.418	2.0%	74%	True	False	14,503
20	73.775	66.675	7.100	9.8%	1.523	2.1%	82%	True	False	12,755
40	73.775	63.500	10.275	14.2%	1.445	2.0%	88%	True	False	6,666
60	73.775	63.500	10.275	14.2%	1.197	1.7%	88%	True	False	4,447
80	73.775	62.500	11.275	15.6%	0.957	1.3%	89%	True	False	3,338
100	73.775	61.240	12.535	17.3%	0.809	1.1%	90%	True	False	2,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.335
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	81.638
2.618	78.618
1.618	76.768
1.000	75.625
0.618	74.918
HIGH	73.775
0.618	73.068
0.500	72.850
0.382	72.632
LOW	71.925
0.618	70.782
1.000	70.075
1.618	68.932
2.618	67.082
4.250	64.063

Fisher Pivots for day following 12-Jul-2007
Pivot	1 day	3 day
R1	72.850	72.688
PP	72.733	72.625
S1	72.617	72.563

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