NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 67.850 67.850 0.000 0.0% 66.400
High 67.850 67.875 0.025 0.0% 68.050
Low 67.850 67.850 0.000 0.0% 66.275
Close 68.770 67.430 -1.340 -1.9% 67.860
Range 0.000 0.025 0.025 1.775
ATR 0.632 0.653 0.021 3.3% 0.000
Volume 3 1 -2 -66.7% 30
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 67.793 67.637 67.444
R3 67.768 67.612 67.437
R2 67.743 67.743 67.435
R1 67.587 67.587 67.432 67.653
PP 67.718 67.718 67.718 67.751
S1 67.562 67.562 67.428 67.628
S2 67.693 67.693 67.425
S3 67.668 67.537 67.423
S4 67.643 67.512 67.416
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% 0.355 0.5% 65% False False 4
10 68.050 65.240 2.810 4.2% 0.188 0.3% 78% False False 3
20 69.340 65.125 4.215 6.3% 0.118 0.2% 55% False False 2
40 69.575 65.125 4.450 6.6% 0.114 0.2% 52% False False 5
60 69.575 62.840 6.735 10.0% 0.079 0.1% 68% False False 4
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 0.000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.981
2.618 67.940
1.618 67.915
1.000 67.900
0.618 67.890
HIGH 67.875
0.618 67.865
0.500 67.863
0.382 67.860
LOW 67.850
0.618 67.835
1.000 67.825
1.618 67.810
2.618 67.785
4.250 67.744
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 67.863 67.675
PP 67.718 67.593
S1 67.574 67.512

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

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