NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 76.050 76.125 0.075 0.1% 75.250
High 76.600 77.600 1.000 1.3% 76.675
Low 75.450 76.100 0.650 0.9% 72.925
Close 76.210 77.600 1.390 1.8% 76.310
Range 1.150 1.500 0.350 30.4% 3.750
ATR 1.215 1.235 0.020 1.7% 0.000
Volume 736 478 -258 -35.1% 2,537
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 81.600 81.100 78.425
R3 80.100 79.600 78.013
R2 78.600 78.600 77.875
R1 78.100 78.100 77.738 78.350
PP 77.100 77.100 77.100 77.225
S1 76.600 76.600 77.463 76.850
S2 75.600 75.600 77.325
S3 74.100 75.100 77.188
S4 72.600 73.600 76.775
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 77.600 73.000 4.600 5.9% 2.020 2.6% 100% True False 596
10 77.600 72.925 4.675 6.0% 1.623 2.1% 100% True False 406
20 77.600 71.725 5.875 7.6% 1.134 1.5% 100% True False 211
40 77.600 66.500 11.100 14.3% 0.713 0.9% 100% True False 108
60 77.600 65.920 11.680 15.1% 0.475 0.6% 100% True False 75
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 0.265
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.975
2.618 81.527
1.618 80.027
1.000 79.100
0.618 78.527
HIGH 77.600
0.618 77.027
0.500 76.850
0.382 76.673
LOW 76.100
0.618 75.173
1.000 74.600
1.618 73.673
2.618 72.173
4.250 69.725
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 77.350 77.033
PP 77.100 76.467
S1 76.850 75.900

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

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