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

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

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