NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 04-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 04-Jul-2007 Change Change % Previous Week
Open 71.725 71.725 0.000 0.0% 69.500
High 72.000 71.725 -0.275 -0.4% 71.000
Low 71.725 71.725 0.000 0.0% 68.725
Close 72.040 71.725 -0.315 -0.4% 71.060
Range 0.275 0.000 -0.275 -100.0% 2.275
ATR 0.719 0.690 -0.029 -4.0% 0.000
Volume 8 8 0 0.0% 44
Daily Pivots for day following 04-Jul-2007
Classic Woodie Camarilla DeMark
R4 71.725 71.725 71.725
R3 71.725 71.725 71.725
R2 71.725 71.725 71.725
R1 71.725 71.725 71.725 71.725
PP 71.725 71.725 71.725 71.725
S1 71.725 71.725 71.725 71.725
S2 71.725 71.725 71.725
S3 71.725 71.725 71.725
S4 71.725 71.725 71.725
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.087 76.348 72.311
R3 74.812 74.073 71.686
R2 72.537 72.537 71.477
R1 71.798 71.798 71.269 72.168
PP 70.262 70.262 70.262 70.446
S1 69.523 69.523 70.851 69.893
S2 67.987 67.987 70.643
S3 65.712 67.248 70.434
S4 63.437 64.973 69.809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.000 69.950 2.050 2.9% 0.335 0.5% 87% False False 9
10 72.000 68.725 3.275 4.6% 0.420 0.6% 92% False False 7
20 72.000 66.500 5.500 7.7% 0.291 0.4% 95% False False 5
40 72.000 65.920 6.080 8.5% 0.146 0.2% 95% False False 7
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.725
2.618 71.725
1.618 71.725
1.000 71.725
0.618 71.725
HIGH 71.725
0.618 71.725
0.500 71.725
0.382 71.725
LOW 71.725
0.618 71.725
1.000 71.725
1.618 71.725
2.618 71.725
4.250 71.725
Fisher Pivots for day following 04-Jul-2007
Pivot 1 day 3 day
R1 71.725 71.863
PP 71.725 71.817
S1 71.725 71.771

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

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