NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 69.625 68.300 -1.325 -1.9% 69.375
High 69.675 69.650 -0.025 0.0% 70.575
Low 68.150 67.600 -0.550 -0.8% 68.450
Close 68.250 69.280 1.030 1.5% 69.800
Range 1.525 2.050 0.525 34.4% 2.125
ATR 1.146 1.211 0.065 5.6% 0.000
Volume 975 909 -66 -6.8% 1,437
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.993 74.187 70.408
R3 72.943 72.137 69.844
R2 70.893 70.893 69.656
R1 70.087 70.087 69.468 70.490
PP 68.843 68.843 68.843 69.045
S1 68.037 68.037 69.092 68.440
S2 66.793 66.793 68.904
S3 64.743 65.987 68.716
S4 62.693 63.937 68.153
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 70.525 67.600 2.925 4.2% 1.630 2.4% 57% False True 662
10 70.575 67.600 2.975 4.3% 1.430 2.1% 56% False True 370
20 70.575 64.550 6.025 8.7% 1.121 1.6% 79% False False 194
40 70.575 64.550 6.025 8.7% 0.686 1.0% 79% False False 99
60 70.575 64.550 6.025 8.7% 0.478 0.7% 79% False False 68
80 70.575 62.840 7.735 11.2% 0.371 0.5% 83% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.345
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 78.363
2.618 75.017
1.618 72.967
1.000 71.700
0.618 70.917
HIGH 69.650
0.618 68.867
0.500 68.625
0.382 68.383
LOW 67.600
0.618 66.333
1.000 65.550
1.618 64.283
2.618 62.233
4.250 58.888
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 69.062 69.120
PP 68.843 68.960
S1 68.625 68.800

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

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