NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 75.475 75.825 0.350 0.5% 74.370
High 75.475 75.825 0.350 0.5% 75.900
Low 74.450 75.625 1.175 1.6% 73.000
Close 75.290 75.610 0.320 0.4% 75.060
Range 1.025 0.200 -0.825 -80.5% 2.900
ATR 0.761 0.745 -0.016 -2.1% 0.000
Volume 6 7 1 16.7% 32
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 76.287 76.148 75.720
R3 76.087 75.948 75.665
R2 75.887 75.887 75.647
R1 75.748 75.748 75.628 75.718
PP 75.687 75.687 75.687 75.671
S1 75.548 75.548 75.592 75.518
S2 75.487 75.487 75.573
S3 75.287 75.348 75.555
S4 75.087 75.148 75.500
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 75.825 74.000 1.825 2.4% 0.370 0.5% 88% True False 6
10 75.900 73.000 2.900 3.8% 0.678 0.9% 90% False False 5
20 75.900 72.975 2.925 3.9% 0.383 0.5% 90% False False 4
40 75.900 67.980 7.920 10.5% 0.256 0.3% 96% False False 3
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 76.675
2.618 76.349
1.618 76.149
1.000 76.025
0.618 75.949
HIGH 75.825
0.618 75.749
0.500 75.725
0.382 75.701
LOW 75.625
0.618 75.501
1.000 75.425
1.618 75.301
2.618 75.101
4.250 74.775
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 75.725 75.453
PP 75.687 75.295
S1 75.648 75.138

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

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