NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 77.500 76.350 -1.150 -1.5% 75.250
High 78.125 77.025 -1.100 -1.4% 76.675
Low 75.575 75.150 -0.425 -0.6% 72.925
Close 76.210 76.550 0.340 0.4% 76.310
Range 2.550 1.875 -0.675 -26.5% 3.750
ATR 1.329 1.368 0.039 2.9% 0.000
Volume 372 1,107 735 197.6% 2,537
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 81.867 81.083 77.581
R3 79.992 79.208 77.066
R2 78.117 78.117 76.894
R1 77.333 77.333 76.722 77.725
PP 76.242 76.242 76.242 76.438
S1 75.458 75.458 76.378 75.850
S2 74.367 74.367 76.206
S3 72.492 73.583 76.034
S4 70.617 71.708 75.519
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 5.1% 1.845 2.4% 60% False False 675
10 78.125 72.925 5.200 6.8% 1.830 2.4% 70% False False 533
20 78.125 72.400 5.725 7.5% 1.311 1.7% 72% False False 284
40 78.125 66.500 11.625 15.2% 0.811 1.1% 86% False False 145
60 78.125 65.950 12.175 15.9% 0.549 0.7% 87% False False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.363
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.994
2.618 81.934
1.618 80.059
1.000 78.900
0.618 78.184
HIGH 77.025
0.618 76.309
0.500 76.088
0.382 75.866
LOW 75.150
0.618 73.991
1.000 73.275
1.618 72.116
2.618 70.241
4.250 67.181
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 76.396 76.638
PP 76.242 76.608
S1 76.088 76.579

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

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