NYMEX miNY Light Sweet Crude Oil Future October 2007

Trading Metrics calculated at close of trading on 05-Jul-2007

Day Change Summary
	Previous	Current
	04-Jul-2007	05-Jul-2007	Change	Change %	Previous Week
Open	71.725	71.725	0.000	0.0%	69.500
High	71.725	72.600	0.875	1.2%	71.000
Low	71.725	71.725	0.000	0.0%	68.725
Close	71.725	72.250	0.525	0.7%	71.060
Range	0.000	0.875	0.875		2.275
ATR	0.690	0.703	0.013	1.9%	0.000
Volume	8	2	-6	-75.0%	44

Daily Pivots for day following 05-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	74.817	74.408	72.731
R3	73.942	73.533	72.491
R2	73.067	73.067	72.410
R1	72.658	72.658	72.330	72.863
PP	72.192	72.192	72.192	72.294
S1	71.783	71.783	72.170	71.988
S2	71.317	71.317	72.090
S3	70.442	70.908	72.009
S4	69.567	70.033	71.769

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	72.600	70.050	2.550	3.5%	0.420	0.6%	86%	True	False	8
10	72.600	68.725	3.875	5.4%	0.508	0.7%	91%	True	False	7
20	72.600	66.500	6.100	8.4%	0.310	0.4%	94%	True	False	5
40	72.600	65.950	6.650	9.2%	0.168	0.2%	95%	True	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	76.319
2.618	74.891
1.618	74.016
1.000	73.475
0.618	73.141
HIGH	72.600
0.618	72.266
0.500	72.163
0.382	72.059
LOW	71.725
0.618	71.184
1.000	70.850
1.618	70.309
2.618	69.434
4.250	68.006

Fisher Pivots for day following 05-Jul-2007
Pivot	1 day	3 day
R1	72.221	72.221
PP	72.192	72.192
S1	72.163	72.163

Download as Excel Spreadsheet

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

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