NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 69.150 69.300 0.150 0.2% 69.375
High 70.075 70.000 -0.075 -0.1% 70.575
Low 68.750 68.300 -0.450 -0.7% 68.450
Close 69.800 69.770 -0.030 0.0% 69.800
Range 1.325 1.700 0.375 28.3% 2.125
ATR 1.064 1.110 0.045 4.3% 0.000
Volume 391 358 -33 -8.4% 1,437
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.457 73.813 70.705
R3 72.757 72.113 70.238
R2 71.057 71.057 70.082
R1 70.413 70.413 69.926 70.735
PP 69.357 69.357 69.357 69.518
S1 68.713 68.713 69.614 69.035
S2 67.657 67.657 69.458
S3 65.957 67.013 69.303
S4 64.257 65.313 68.835
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.983 75.017 70.969
R3 73.858 72.892 70.384
R2 71.733 71.733 70.190
R1 70.767 70.767 69.995 71.250
PP 69.608 69.608 69.608 69.850
S1 68.642 68.642 69.605 69.125
S2 67.483 67.483 69.410
S3 65.358 66.517 69.216
S4 63.233 64.392 68.631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.575 68.300 2.275 3.3% 1.460 2.1% 65% False True 318
10 70.575 66.550 4.025 5.8% 1.263 1.8% 80% False False 183
20 70.575 64.550 6.025 8.6% 0.966 1.4% 87% False False 100
40 70.575 64.550 6.025 8.6% 0.596 0.9% 87% False False 52
60 70.575 64.550 6.025 8.6% 0.435 0.6% 87% False False 37
80 70.575 62.840 7.735 11.1% 0.326 0.5% 90% False False 28
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 0.288
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.225
2.618 74.451
1.618 72.751
1.000 71.700
0.618 71.051
HIGH 70.000
0.618 69.351
0.500 69.150
0.382 68.949
LOW 68.300
0.618 67.249
1.000 66.600
1.618 65.549
2.618 63.849
4.250 61.075
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 69.563 69.651
PP 69.357 69.532
S1 69.150 69.413

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

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