NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 67.850 67.575 -0.275 -0.4% 66.400
High 67.875 68.000 0.125 0.2% 68.050
Low 67.850 67.550 -0.300 -0.4% 66.275
Close 67.430 67.950 0.520 0.8% 67.860
Range 0.025 0.450 0.425 1,700.0% 1.775
ATR 0.653 0.647 -0.006 -0.9% 0.000
Volume 1 2 1 100.0% 30
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 69.183 69.017 68.198
R3 68.733 68.567 68.074
R2 68.283 68.283 68.033
R1 68.117 68.117 67.991 68.200
PP 67.833 67.833 67.833 67.875
S1 67.667 67.667 67.909 67.750
S2 67.383 67.383 67.868
S3 66.933 67.217 67.826
S4 66.483 66.767 67.703
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 66.950 1.100 1.6% 0.445 0.7% 91% False False 3
10 68.050 65.550 2.500 3.7% 0.233 0.3% 96% False False 3
20 69.340 65.125 4.215 6.2% 0.140 0.2% 67% False False 2
40 69.575 65.125 4.450 6.5% 0.126 0.2% 63% False False 5
60 69.575 62.840 6.735 9.9% 0.084 0.1% 76% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.913
2.618 69.178
1.618 68.728
1.000 68.450
0.618 68.278
HIGH 68.000
0.618 67.828
0.500 67.775
0.382 67.722
LOW 67.550
0.618 67.272
1.000 67.100
1.618 66.822
2.618 66.372
4.250 65.638
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 67.892 67.892
PP 67.833 67.833
S1 67.775 67.775

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

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