NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 74.800 75.300 0.500 0.7% 74.370
High 74.800 75.800 1.000 1.3% 75.900
Low 74.675 75.300 0.625 0.8% 73.000
Close 74.740 76.050 1.310 1.8% 75.060
Range 0.125 0.500 0.375 300.0% 2.900
ATR 0.669 0.697 0.028 4.2% 0.000
Volume 1 5 4 400.0% 32
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 77.217 77.133 76.325
R3 76.717 76.633 76.188
R2 76.217 76.217 76.142
R1 76.133 76.133 76.096 76.175
PP 75.717 75.717 75.717 75.738
S1 75.633 75.633 76.004 75.675
S2 75.217 75.217 75.958
S3 74.717 75.133 75.913
S4 74.217 74.633 75.775
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 3.8% 0.855 1.1% 105% False False 6
10 75.900 72.975 2.925 3.8% 0.643 0.8% 105% False False 4
20 75.900 72.460 3.440 4.5% 0.321 0.4% 104% False False 4
40 75.900 67.980 7.920 10.4% 0.226 0.3% 102% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 77.925
2.618 77.109
1.618 76.609
1.000 76.300
0.618 76.109
HIGH 75.800
0.618 75.609
0.500 75.550
0.382 75.491
LOW 75.300
0.618 74.991
1.000 74.800
1.618 74.491
2.618 73.991
4.250 73.175
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 75.883 75.667
PP 75.717 75.283
S1 75.550 74.900

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

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