NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 74.725 73.100 -1.625 -2.2% 74.250
High 74.725 75.850 1.125 1.5% 76.075
Low 72.925 73.000 0.075 0.1% 73.500
Close 73.390 75.460 2.070 2.8% 75.550
Range 1.800 2.850 1.050 58.3% 2.575
ATR 0.909 1.048 0.139 15.2% 0.000
Volume 488 606 118 24.2% 356
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 83.320 82.240 77.028
R3 80.470 79.390 76.244
R2 77.620 77.620 75.983
R1 76.540 76.540 75.721 77.080
PP 74.770 74.770 74.770 75.040
S1 73.690 73.690 75.199 74.230
S2 71.920 71.920 74.938
S3 69.070 70.840 74.676
S4 66.220 67.990 73.893
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 4.2% 1.525 2.0% 80% False False 313
10 76.075 72.425 3.650 4.8% 1.335 1.8% 83% False False 181
20 76.075 69.950 6.125 8.1% 0.855 1.1% 90% False False 94
40 76.075 65.950 10.125 13.4% 0.531 0.7% 94% False False 52
60 76.075 65.920 10.155 13.5% 0.356 0.5% 94% False False 36
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 0.230
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 87.963
2.618 83.311
1.618 80.461
1.000 78.700
0.618 77.611
HIGH 75.850
0.618 74.761
0.500 74.425
0.382 74.089
LOW 73.000
0.618 71.239
1.000 70.150
1.618 68.389
2.618 65.539
4.250 60.888
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 75.115 75.103
PP 74.770 74.745
S1 74.425 74.388

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

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