NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 72.950 74.250 1.300 1.8% 72.750
High 74.000 74.275 0.275 0.4% 74.000
Low 72.900 73.750 0.850 1.2% 72.425
Close 74.000 73.970 -0.030 0.0% 74.000
Range 1.100 0.525 -0.575 -52.3% 1.575
ATR 0.705 0.692 -0.013 -1.8% 0.000
Volume 78 23 -55 -70.5% 104
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.573 75.297 74.259
R3 75.048 74.772 74.114
R2 74.523 74.523 74.066
R1 74.247 74.247 74.018 74.123
PP 73.998 73.998 73.998 73.936
S1 73.722 73.722 73.922 73.598
S2 73.473 73.473 73.874
S3 72.948 73.197 73.826
S4 72.423 72.672 73.681
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.200 77.675 74.866
R3 76.625 76.100 74.433
R2 75.050 75.050 74.289
R1 74.525 74.525 74.144 74.788
PP 73.475 73.475 73.475 73.606
S1 72.950 72.950 73.856 73.213
S2 71.900 71.900 73.711
S3 70.325 71.375 73.567
S4 68.750 69.800 73.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.275 72.425 1.850 2.5% 0.720 1.0% 84% True False 25
10 74.275 71.725 2.550 3.4% 0.533 0.7% 88% True False 15
20 74.275 68.725 5.550 7.5% 0.494 0.7% 95% True False 11
40 74.275 65.950 8.325 11.3% 0.272 0.4% 96% True False 10
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 0.115
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.506
2.618 75.649
1.618 75.124
1.000 74.800
0.618 74.599
HIGH 74.275
0.618 74.074
0.500 74.013
0.382 73.951
LOW 73.750
0.618 73.426
1.000 73.225
1.618 72.901
2.618 72.376
4.250 71.519
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 74.013 73.763
PP 73.998 73.557
S1 73.984 73.350

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

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