NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 74.975 75.650 0.675 0.9% 74.250
High 75.800 76.075 0.275 0.4% 76.075
Low 74.800 75.200 0.400 0.5% 73.500
Close 75.740 75.550 -0.190 -0.3% 75.550
Range 1.000 0.875 -0.125 -12.5% 2.575
ATR 0.801 0.807 0.005 0.7% 0.000
Volume 89 100 11 12.4% 356
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.233 77.767 76.031
R3 77.358 76.892 75.791
R2 76.483 76.483 75.710
R1 76.017 76.017 75.630 75.813
PP 75.608 75.608 75.608 75.506
S1 75.142 75.142 75.470 74.938
S2 74.733 74.733 75.390
S3 73.858 74.267 75.309
S4 72.983 73.392 75.069
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 82.767 81.733 76.966
R3 80.192 79.158 76.258
R2 77.617 77.617 76.022
R1 76.583 76.583 75.786 77.100
PP 75.042 75.042 75.042 75.300
S1 74.008 74.008 75.314 74.525
S2 72.467 72.467 75.078
S3 69.892 71.433 74.842
S4 67.317 68.858 74.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.075 73.500 2.575 3.4% 1.030 1.4% 80% True False 71
10 76.075 72.425 3.650 4.8% 0.865 1.1% 86% True False 46
20 76.075 68.725 7.350 9.7% 0.694 0.9% 93% True False 26
40 76.075 65.950 10.125 13.4% 0.388 0.5% 95% True False 18
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.245
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.794
2.618 78.366
1.618 77.491
1.000 76.950
0.618 76.616
HIGH 76.075
0.618 75.741
0.500 75.638
0.382 75.534
LOW 75.200
0.618 74.659
1.000 74.325
1.618 73.784
2.618 72.909
4.250 71.481
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 75.638 75.329
PP 75.608 75.108
S1 75.579 74.888

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

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