NYMEX miNY Light Sweet Crude Oil Future October 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 72.400 72.750 0.350 0.5% 71.730
High 72.550 72.975 0.425 0.6% 72.600
Low 72.400 72.550 0.150 0.2% 71.725
Close 73.080 72.720 -0.360 -0.5% 73.080
Range 0.150 0.425 0.275 183.3% 0.875
ATR 0.675 0.664 -0.010 -1.5% 0.000
Volume 7 2 -5 -71.4% 33
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 74.023 73.797 72.954
R3 73.598 73.372 72.837
R2 73.173 73.173 72.798
R1 72.947 72.947 72.759 72.848
PP 72.748 72.748 72.748 72.699
S1 72.522 72.522 72.681 72.423
S2 72.323 72.323 72.642
S3 71.898 72.097 72.603
S4 71.473 71.672 72.486
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.093 74.962 73.561
R3 74.218 74.087 73.321
R2 73.343 73.343 73.240
R1 73.212 73.212 73.160 73.278
PP 72.468 72.468 72.468 72.501
S1 72.337 72.337 73.000 72.403
S2 71.593 71.593 72.920
S3 70.718 71.462 72.839
S4 69.843 70.587 72.599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.975 71.725 1.250 1.7% 0.345 0.5% 80% True False 5
10 72.975 68.725 4.250 5.8% 0.508 0.7% 94% True False 7
20 72.975 67.670 5.305 7.3% 0.339 0.5% 95% True False 5
40 72.975 65.950 7.025 9.7% 0.182 0.3% 96% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.781
2.618 74.088
1.618 73.663
1.000 73.400
0.618 73.238
HIGH 72.975
0.618 72.813
0.500 72.763
0.382 72.712
LOW 72.550
0.618 72.287
1.000 72.125
1.618 71.862
2.618 71.437
4.250 70.744
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 72.763 72.597
PP 72.748 72.473
S1 72.734 72.350

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

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