NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 75.300 75.475 0.175 0.2% 74.370
High 75.800 75.475 -0.325 -0.4% 75.900
Low 75.300 74.450 -0.850 -1.1% 73.000
Close 76.050 75.290 -0.760 -1.0% 75.060
Range 0.500 1.025 0.525 105.0% 2.900
ATR 0.697 0.761 0.065 9.3% 0.000
Volume 5 6 1 20.0% 32
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 78.147 77.743 75.854
R3 77.122 76.718 75.572
R2 76.097 76.097 75.478
R1 75.693 75.693 75.384 75.383
PP 75.072 75.072 75.072 74.916
S1 74.668 74.668 75.196 74.358
S2 74.047 74.047 75.102
S3 73.022 73.643 75.008
S4 71.997 72.618 74.726
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 74.000 1.900 2.5% 0.710 0.9% 68% False False 6
10 75.900 73.000 2.900 3.9% 0.693 0.9% 79% False False 4
20 75.900 72.975 2.925 3.9% 0.373 0.5% 79% False False 4
40 75.900 67.980 7.920 10.5% 0.251 0.3% 92% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 79.831
2.618 78.158
1.618 77.133
1.000 76.500
0.618 76.108
HIGH 75.475
0.618 75.083
0.500 74.963
0.382 74.842
LOW 74.450
0.618 73.817
1.000 73.425
1.618 72.792
2.618 71.767
4.250 70.094
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 75.181 75.235
PP 75.072 75.180
S1 74.963 75.125

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

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