NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 75.250 74.000 -1.250 -1.7% 74.370
High 75.900 74.000 -1.900 -2.5% 75.900
Low 74.000 74.000 0.000 0.0% 73.000
Close 73.670 75.060 1.390 1.9% 75.060
Range 1.900 0.000 -1.900 -100.0% 2.900
ATR 0.718 0.690 -0.028 -3.9% 0.000
Volume 7 15 8 114.3% 32
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 74.353 74.707 75.060
R3 74.353 74.707 75.060
R2 74.353 74.353 75.060
R1 74.707 74.707 75.060 74.530
PP 74.353 74.353 74.353 74.265
S1 74.707 74.707 75.060 74.530
S2 74.353 74.353 75.060
S3 74.353 74.707 75.060
S4 74.353 74.707 75.060
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 83.353 82.107 76.655
R3 80.453 79.207 75.858
R2 77.553 77.553 75.592
R1 76.307 76.307 75.326 76.930
PP 74.653 74.653 74.653 74.965
S1 73.407 73.407 74.794 74.030
S2 71.753 71.753 74.528
S3 68.853 70.507 74.263
S4 65.953 67.607 73.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.900 73.000 2.900 3.9% 0.935 1.2% 71% False False 6
10 75.900 72.975 2.925 3.9% 0.580 0.8% 71% False False 5
20 75.900 72.000 3.900 5.2% 0.290 0.4% 78% False False 4
40 75.900 67.980 7.920 10.6% 0.210 0.3% 89% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.073
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.000
2.618 74.000
1.618 74.000
1.000 74.000
0.618 74.000
HIGH 74.000
0.618 74.000
0.500 74.000
0.382 74.000
LOW 74.000
0.618 74.000
1.000 74.000
1.618 74.000
2.618 74.000
4.250 74.000
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 74.707 74.857
PP 74.353 74.653
S1 74.000 74.450

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

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