NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 75.825 74.700 -1.125 -1.5% 74.800
High 75.825 74.700 -1.125 -1.5% 75.825
Low 75.625 74.450 -1.175 -1.6% 74.450
Close 75.610 74.700 -0.910 -1.2% 74.700
Range 0.200 0.250 0.050 25.0% 1.375
ATR 0.745 0.775 0.030 4.0% 0.000
Volume 7 3 -4 -57.1% 22
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 75.367 75.283 74.838
R3 75.117 75.033 74.769
R2 74.867 74.867 74.746
R1 74.783 74.783 74.723 74.825
PP 74.617 74.617 74.617 74.638
S1 74.533 74.533 74.677 74.575
S2 74.367 74.367 74.654
S3 74.117 74.283 74.631
S4 73.867 74.033 74.563
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 79.117 78.283 75.456
R3 77.742 76.908 75.078
R2 76.367 76.367 74.952
R1 75.533 75.533 74.826 75.263
PP 74.992 74.992 74.992 74.856
S1 74.158 74.158 74.574 73.888
S2 73.617 73.617 74.448
S3 72.242 72.783 74.322
S4 70.867 71.408 73.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.825 74.450 1.375 1.8% 0.420 0.6% 18% False True 4
10 75.900 73.000 2.900 3.9% 0.678 0.9% 59% False False 5
20 75.900 72.975 2.925 3.9% 0.395 0.5% 59% False False 4
40 75.900 68.750 7.150 9.6% 0.263 0.4% 83% 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 75.763
2.618 75.355
1.618 75.105
1.000 74.950
0.618 74.855
HIGH 74.700
0.618 74.605
0.500 74.575
0.382 74.546
LOW 74.450
0.618 74.296
1.000 74.200
1.618 74.046
2.618 73.796
4.250 73.388
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 74.658 75.138
PP 74.617 74.992
S1 74.575 74.846

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

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