NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 66.900 66.980 0.080 0.1% 67.550
High 67.375 66.980 -0.395 -0.6% 69.340
Low 66.900 66.980 0.080 0.1% 67.150
Close 67.280 66.980 -0.300 -0.4% 69.340
Range 0.475 0.000 -0.475 -100.0% 2.190
ATR 0.729 0.699 -0.031 -4.2% 0.000
Volume 1 3 2 200.0% 11
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 66.980 66.980 66.980
R3 66.980 66.980 66.980
R2 66.980 66.980 66.980
R1 66.980 66.980 66.980 66.980
PP 66.980 66.980 66.980 66.980
S1 66.980 66.980 66.980 66.980
S2 66.980 66.980 66.980
S3 66.980 66.980 66.980
S4 66.980 66.980 66.980
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 75.180 74.450 70.545
R3 72.990 72.260 69.942
R2 70.800 70.800 69.742
R1 70.070 70.070 69.541 70.435
PP 68.610 68.610 68.610 68.793
S1 67.880 67.880 69.139 68.245
S2 66.420 66.420 68.939
S3 64.230 65.690 68.738
S4 62.040 63.500 68.136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.340 66.900 2.440 3.6% 0.095 0.1% 3% False False 1
10 69.340 66.900 2.440 3.6% 0.173 0.3% 3% False False 1
20 69.340 66.825 2.515 3.8% 0.086 0.1% 6% False False 6
40 69.575 62.840 6.735 10.1% 0.068 0.1% 61% False False 4
60 69.575 60.960 8.615 12.9% 0.048 0.1% 70% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.980
2.618 66.980
1.618 66.980
1.000 66.980
0.618 66.980
HIGH 66.980
0.618 66.980
0.500 66.980
0.382 66.980
LOW 66.980
0.618 66.980
1.000 66.980
1.618 66.980
2.618 66.980
4.250 66.980
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 66.980 67.425
PP 66.980 67.277
S1 66.980 67.128

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

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