NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 76.125 77.500 1.375 1.8% 75.250
High 77.600 78.125 0.525 0.7% 76.675
Low 76.100 75.575 -0.525 -0.7% 72.925
Close 77.600 76.210 -1.390 -1.8% 76.310
Range 1.500 2.550 1.050 70.0% 3.750
ATR 1.235 1.329 0.094 7.6% 0.000
Volume 478 372 -106 -22.2% 2,537
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 84.287 82.798 77.613
R3 81.737 80.248 76.911
R2 79.187 79.187 76.678
R1 77.698 77.698 76.444 77.168
PP 76.637 76.637 76.637 76.371
S1 75.148 75.148 75.976 74.618
S2 74.087 74.087 75.743
S3 71.537 72.598 75.509
S4 68.987 70.048 74.808
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 78.125 74.200 3.925 5.2% 1.960 2.6% 51% True False 549
10 78.125 72.925 5.200 6.8% 1.743 2.3% 63% True False 431
20 78.125 71.725 6.400 8.4% 1.261 1.7% 70% True False 229
40 78.125 66.500 11.625 15.3% 0.776 1.0% 84% True False 117
60 78.125 65.920 12.205 16.0% 0.518 0.7% 84% True False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.313
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.963
2.618 84.801
1.618 82.251
1.000 80.675
0.618 79.701
HIGH 78.125
0.618 77.151
0.500 76.850
0.382 76.549
LOW 75.575
0.618 73.999
1.000 73.025
1.618 71.449
2.618 68.899
4.250 64.738
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 76.850 76.788
PP 76.637 76.595
S1 76.423 76.403

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

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