NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 75.250 74.725 -0.525 -0.7% 74.250
High 75.425 74.725 -0.700 -0.9% 76.075
Low 74.325 72.925 -1.400 -1.9% 73.500
Close 74.780 73.390 -1.390 -1.9% 75.550
Range 1.100 1.800 0.700 63.6% 2.575
ATR 0.837 0.909 0.073 8.7% 0.000
Volume 283 488 205 72.4% 356
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.080 78.035 74.380
R3 77.280 76.235 73.885
R2 75.480 75.480 73.720
R1 74.435 74.435 73.555 74.058
PP 73.680 73.680 73.680 73.491
S1 72.635 72.635 73.225 72.258
S2 71.880 71.880 73.060
S3 70.080 70.835 72.895
S4 68.280 69.035 72.400
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 72.925 3.150 4.3% 1.225 1.7% 15% False True 216
10 76.075 72.425 3.650 5.0% 1.070 1.5% 26% False False 122
20 76.075 68.725 7.350 10.0% 0.733 1.0% 63% False False 65
40 76.075 65.950 10.125 13.8% 0.460 0.6% 73% False False 37
60 76.075 65.920 10.155 13.8% 0.309 0.4% 74% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.223
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 82.375
2.618 79.437
1.618 77.637
1.000 76.525
0.618 75.837
HIGH 74.725
0.618 74.037
0.500 73.825
0.382 73.613
LOW 72.925
0.618 71.813
1.000 71.125
1.618 70.013
2.618 68.213
4.250 65.275
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 73.825 74.500
PP 73.680 74.130
S1 73.535 73.760

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

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