NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 74.370 74.025 -0.345 -0.5% 73.550
High 74.370 74.025 -0.345 -0.5% 75.000
Low 74.370 73.000 -1.370 -1.8% 72.975
Close 74.370 73.100 -1.270 -1.7% 74.940
Range 0.000 1.025 1.025 2.025
ATR 0.477 0.541 0.064 13.4% 0.000
Volume 2 2 0 0.0% 22
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 76.450 75.800 73.664
R3 75.425 74.775 73.382
R2 74.400 74.400 73.288
R1 73.750 73.750 73.194 73.563
PP 73.375 73.375 73.375 73.281
S1 72.725 72.725 73.006 72.538
S2 72.350 72.350 72.912
S3 71.325 71.700 72.818
S4 70.300 70.675 72.536
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 2.8% 0.430 0.6% 6% False False 2
10 75.000 72.975 2.025 2.8% 0.215 0.3% 6% False False 4
20 75.000 69.400 5.600 7.7% 0.183 0.2% 66% False False 3
40 75.000 67.175 7.825 10.7% 0.119 0.2% 76% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 78.381
2.618 76.708
1.618 75.683
1.000 75.050
0.618 74.658
HIGH 74.025
0.618 73.633
0.500 73.513
0.382 73.392
LOW 73.000
0.618 72.367
1.000 71.975
1.618 71.342
2.618 70.317
4.250 68.644
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 73.513 74.000
PP 73.375 73.700
S1 73.238 73.400

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

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