NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 75.650 75.250 -0.400 -0.5% 74.250
High 76.075 75.425 -0.650 -0.9% 76.075
Low 75.200 74.325 -0.875 -1.2% 73.500
Close 75.550 74.780 -0.770 -1.0% 75.550
Range 0.875 1.100 0.225 25.7% 2.575
ATR 0.807 0.837 0.030 3.7% 0.000
Volume 100 283 183 183.0% 356
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 78.143 77.562 75.385
R3 77.043 76.462 75.083
R2 75.943 75.943 74.982
R1 75.362 75.362 74.881 75.103
PP 74.843 74.843 74.843 74.714
S1 74.262 74.262 74.679 74.003
S2 73.743 73.743 74.578
S3 72.643 73.162 74.478
S4 71.543 72.062 74.175
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% 1.145 1.5% 50% False False 123
10 76.075 72.425 3.650 4.9% 0.933 1.2% 65% False False 74
20 76.075 68.725 7.350 9.8% 0.720 1.0% 82% False False 40
40 76.075 65.950 10.125 13.5% 0.415 0.6% 87% False False 25
60 76.075 65.920 10.155 13.6% 0.279 0.4% 87% False False 17
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 0.243
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.100
2.618 78.305
1.618 77.205
1.000 76.525
0.618 76.105
HIGH 75.425
0.618 75.005
0.500 74.875
0.382 74.745
LOW 74.325
0.618 73.645
1.000 73.225
1.618 72.545
2.618 71.445
4.250 69.650
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 74.875 75.200
PP 74.843 75.060
S1 74.812 74.920

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

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