The status values used are depending on the WP-Type and how you define their workflow:

oh! OK I understand. But when I create a new Status, I can't select a type to assign:

It's the other way around:

1. create a new status
2. add it to the workflow of a WP-type. 
   1. Select the WP-Type and role 
   2. uncheck the "only display statuses that are used by this type"
   3. click on the edit button
   4. select in the table the transitions to and from this status (this is system-wide)

(It's a lot of work when configuring OP in the beginning)