NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 65.350 65.350 0.000 0.0% 67.850
High 65.450 65.725 0.275 0.4% 68.000
Low 65.250 64.550 -0.700 -1.1% 66.550
Close 65.560 65.830 0.270 0.4% 67.530
Range 0.200 1.175 0.975 487.5% 1.450
ATR 0.743 0.774 0.031 4.2% 0.000
Volume 9 14 5 55.6% 30
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 68.893 68.537 66.476
R3 67.718 67.362 66.153
R2 66.543 66.543 66.045
R1 66.187 66.187 65.938 66.365
PP 65.368 65.368 65.368 65.458
S1 65.012 65.012 65.722 65.190
S2 64.193 64.193 65.615
S3 63.018 63.837 65.507
S4 61.843 62.662 65.184
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 71.710 71.070 68.328
R3 70.260 69.620 67.929
R2 68.810 68.810 67.796
R1 68.170 68.170 67.663 67.765
PP 67.360 67.360 67.360 67.158
S1 66.720 66.720 67.397 66.315
S2 65.910 65.910 67.264
S3 64.460 65.270 67.131
S4 63.010 63.820 66.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.000 64.550 3.450 5.2% 0.675 1.0% 37% False True 11
10 68.050 64.550 3.500 5.3% 0.560 0.9% 37% False True 7
20 68.050 64.550 3.500 5.3% 0.285 0.4% 37% False True 5
40 69.340 64.550 4.790 7.3% 0.186 0.3% 27% False True 5
60 69.575 62.840 6.735 10.2% 0.140 0.2% 44% False False 5
80 69.575 60.960 8.615 13.1% 0.107 0.2% 57% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.068
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.719
2.618 68.801
1.618 67.626
1.000 66.900
0.618 66.451
HIGH 65.725
0.618 65.276
0.500 65.138
0.382 64.999
LOW 64.550
0.618 63.824
1.000 63.375
1.618 62.649
2.618 61.474
4.250 59.556
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 65.599 65.645
PP 65.368 65.460
S1 65.138 65.275

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

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