NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 74.000 74.800 0.800 1.1% 74.370
High 74.000 74.800 0.800 1.1% 75.900
Low 74.000 74.675 0.675 0.9% 73.000
Close 75.060 74.740 -0.320 -0.4% 75.060
Range 0.000 0.125 0.125 2.900
ATR 0.690 0.669 -0.022 -3.2% 0.000
Volume 15 1 -14 -93.3% 32
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 75.113 75.052 74.809
R3 74.988 74.927 74.774
R2 74.863 74.863 74.763
R1 74.802 74.802 74.751 74.770
PP 74.738 74.738 74.738 74.723
S1 74.677 74.677 74.729 74.645
S2 74.613 74.613 74.717
S3 74.488 74.552 74.706
S4 74.363 74.427 74.671
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% 0.960 1.3% 60% False False 6
10 75.900 72.975 2.925 3.9% 0.593 0.8% 60% False False 4
20 75.900 72.460 3.440 4.6% 0.296 0.4% 66% False False 4
40 75.900 67.980 7.920 10.6% 0.213 0.3% 85% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.331
2.618 75.127
1.618 75.002
1.000 74.925
0.618 74.877
HIGH 74.800
0.618 74.752
0.500 74.738
0.382 74.723
LOW 74.675
0.618 74.598
1.000 74.550
1.618 74.473
2.618 74.348
4.250 74.144
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 74.739 74.950
PP 74.738 74.880
S1 74.738 74.810

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

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