NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 67.350 67.850 0.500 0.7% 66.400
High 68.000 67.850 -0.150 -0.2% 68.050
Low 67.350 67.850 0.500 0.7% 66.275
Close 67.860 68.770 0.910 1.3% 67.860
Range 0.650 0.000 -0.650 -100.0% 1.775
ATR 0.680 0.632 -0.048 -7.0% 0.000
Volume 8 3 -5 -62.5% 30
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 68.157 68.463 68.770
R3 68.157 68.463 68.770
R2 68.157 68.157 68.770
R1 68.463 68.463 68.770 68.310
PP 68.157 68.157 68.157 68.080
S1 68.463 68.463 68.770 68.310
S2 68.157 68.157 68.770
S3 68.157 68.463 68.770
S4 68.157 68.463 68.770
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 72.720 72.065 68.836
R3 70.945 70.290 68.348
R2 69.170 69.170 68.185
R1 68.515 68.515 68.023 68.843
PP 67.395 67.395 67.395 67.559
S1 66.740 66.740 67.697 67.068
S2 65.620 65.620 67.535
S3 63.845 64.965 67.372
S4 62.070 63.190 66.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.050 66.275 1.775 2.6% 0.350 0.5% 141% False False 5
10 68.050 65.240 2.810 4.1% 0.185 0.3% 126% False False 3
20 69.340 65.125 4.215 6.1% 0.116 0.2% 86% False False 2
40 69.575 65.125 4.450 6.5% 0.114 0.2% 82% False False 5
60 69.575 62.840 6.735 9.8% 0.079 0.1% 88% 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 0.000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.850
2.618 67.850
1.618 67.850
1.000 67.850
0.618 67.850
HIGH 67.850
0.618 67.850
0.500 67.850
0.382 67.850
LOW 67.850
0.618 67.850
1.000 67.850
1.618 67.850
2.618 67.850
4.250 67.850
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 68.463 68.347
PP 68.157 67.923
S1 67.850 67.500

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

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