NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 74.475 76.050 1.575 2.1% 75.250
High 76.350 76.600 0.250 0.3% 76.675
Low 74.200 75.450 1.250 1.7% 72.925
Close 76.310 76.210 -0.100 -0.1% 76.310
Range 2.150 1.150 -1.000 -46.5% 3.750
ATR 1.220 1.215 -0.005 -0.4% 0.000
Volume 685 736 51 7.4% 2,537
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 79.537 79.023 76.843
R3 78.387 77.873 76.526
R2 77.237 77.237 76.421
R1 76.723 76.723 76.315 76.980
PP 76.087 76.087 76.087 76.215
S1 75.573 75.573 76.105 75.830
S2 74.937 74.937 75.999
S3 73.787 74.423 75.894
S4 72.637 73.273 75.578
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 86.553 85.182 78.373
R3 82.803 81.432 77.341
R2 79.053 79.053 76.998
R1 77.682 77.682 76.654 78.368
PP 75.303 75.303 75.303 75.646
S1 73.932 73.932 75.966 74.618
S2 71.553 71.553 75.623
S3 67.803 70.182 75.279
S4 64.053 66.432 74.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.675 72.925 3.750 4.9% 2.080 2.7% 88% False False 598
10 76.675 72.925 3.750 4.9% 1.613 2.1% 88% False False 360
20 76.675 71.725 4.950 6.5% 1.073 1.4% 91% False False 187
40 76.675 66.500 10.175 13.4% 0.675 0.9% 95% False False 96
60 76.675 65.920 10.755 14.1% 0.450 0.6% 96% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.318
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.488
2.618 79.611
1.618 78.461
1.000 77.750
0.618 77.311
HIGH 76.600
0.618 76.161
0.500 76.025
0.382 75.889
LOW 75.450
0.618 74.739
1.000 74.300
1.618 73.589
2.618 72.439
4.250 70.563
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 76.148 75.953
PP 76.087 75.695
S1 76.025 75.438

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

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