NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 74.900 75.000 0.100 0.1% 73.550
High 74.900 75.000 0.100 0.1% 75.000
Low 74.550 74.750 0.200 0.3% 72.975
Close 75.070 74.940 -0.130 -0.2% 74.940
Range 0.350 0.250 -0.100 -28.6% 2.025
ATR 0.482 0.470 -0.012 -2.4% 0.000
Volume 2 2 0 0.0% 22
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.647 75.543 75.078
R3 75.397 75.293 75.009
R2 75.147 75.147 74.986
R1 75.043 75.043 74.963 74.970
PP 74.897 74.897 74.897 74.860
S1 74.793 74.793 74.917 74.720
S2 74.647 74.647 74.894
S3 74.397 74.543 74.871
S4 74.147 74.293 74.803
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 80.380 79.685 76.054
R3 78.355 77.660 75.497
R2 76.330 76.330 75.311
R1 75.635 75.635 75.126 75.983
PP 74.305 74.305 74.305 74.479
S1 73.610 73.610 74.754 73.958
S2 72.280 72.280 74.569
S3 70.255 71.585 74.383
S4 68.230 69.560 73.826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.000 72.975 2.025 2.7% 0.225 0.3% 97% True False 4
10 75.000 72.975 2.025 2.7% 0.113 0.2% 97% True False 4
20 75.000 69.400 5.600 7.5% 0.131 0.2% 99% True False 3
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 True
Stretch 0.000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.063
2.618 75.655
1.618 75.405
1.000 75.250
0.618 75.155
HIGH 75.000
0.618 74.905
0.500 74.875
0.382 74.846
LOW 74.750
0.618 74.596
1.000 74.500
1.618 74.346
2.618 74.096
4.250 73.688
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 74.918 74.623
PP 74.897 74.305
S1 74.875 73.988

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

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