NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 65.925 65.175 -0.750 -1.1% 64.875
High 66.100 66.475 0.375 0.6% 67.425
Low 64.850 64.925 0.075 0.1% 64.525
Close 65.350 66.260 0.910 1.4% 64.760
Range 1.250 1.550 0.300 24.0% 2.900
ATR 1.508 1.511 0.003 0.2% 0.000
Volume 9,296 8,283 -1,013 -10.9% 65,199
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.537 69.948 67.113
R3 68.987 68.398 66.686
R2 67.437 67.437 66.544
R1 66.848 66.848 66.402 67.143
PP 65.887 65.887 65.887 66.034
S1 65.298 65.298 66.118 65.593
S2 64.337 64.337 65.976
S3 62.787 63.748 65.834
S4 61.237 62.198 65.408
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.270 72.415 66.355
R3 71.370 69.515 65.558
R2 68.470 68.470 65.292
R1 66.615 66.615 65.026 66.093
PP 65.570 65.570 65.570 65.309
S1 63.715 63.715 64.494 63.193
S2 62.670 62.670 64.228
S3 59.770 60.815 63.963
S4 56.870 57.915 63.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.425 64.525 2.900 4.4% 1.650 2.5% 60% False False 12,103
10 67.425 62.450 4.975 7.5% 1.550 2.3% 77% False False 12,861
20 67.425 62.450 4.975 7.5% 1.571 2.4% 77% False False 11,305
40 68.075 62.400 5.675 8.6% 1.498 2.3% 68% False False 5,964
60 68.750 61.900 6.850 10.3% 1.350 2.0% 64% False False 4,001
80 68.750 60.250 8.500 12.8% 1.054 1.6% 71% False False 3,001
100 68.750 56.680 12.070 18.2% 0.843 1.3% 79% False False 2,401
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 0.285
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.063
2.618 70.533
1.618 68.983
1.000 68.025
0.618 67.433
HIGH 66.475
0.618 65.883
0.500 65.700
0.382 65.517
LOW 64.925
0.618 63.967
1.000 63.375
1.618 62.417
2.618 60.867
4.250 58.338
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 66.073 66.011
PP 65.887 65.762
S1 65.700 65.513

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

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