NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 72.750 73.150 0.400 0.5% 71.730
High 72.975 73.175 0.200 0.3% 72.600
Low 72.550 72.975 0.425 0.6% 71.725
Close 73.280 73.020 -0.260 -0.4% 73.080
Range 0.425 0.200 -0.225 -52.9% 0.875
ATR 0.647 0.623 -0.024 -3.8% 0.000
Volume 9 9 0 0.0% 33
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 73.657 73.538 73.130
R3 73.457 73.338 73.075
R2 73.257 73.257 73.057
R1 73.138 73.138 73.038 73.098
PP 73.057 73.057 73.057 73.036
S1 72.938 72.938 73.002 72.898
S2 72.857 72.857 72.983
S3 72.657 72.738 72.965
S4 72.457 72.538 72.910
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 73.175 71.725 1.450 2.0% 0.415 0.6% 89% True False 5
10 73.175 69.950 3.225 4.4% 0.375 0.5% 95% True False 7
20 73.175 68.725 4.450 6.1% 0.370 0.5% 97% True False 6
40 73.175 65.950 7.225 9.9% 0.198 0.3% 98% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.025
2.618 73.699
1.618 73.499
1.000 73.375
0.618 73.299
HIGH 73.175
0.618 73.099
0.500 73.075
0.382 73.051
LOW 72.975
0.618 72.851
1.000 72.775
1.618 72.651
2.618 72.451
4.250 72.125
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 73.075 72.968
PP 73.057 72.915
S1 73.038 72.863

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

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