NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 63.875 61.750 -2.125 -3.3% 66.050
High 64.100 62.275 -1.825 -2.8% 66.675
Low 61.350 61.350 0.000 0.0% 63.575
Close 61.510 61.890 0.380 0.6% 64.280
Range 2.750 0.925 -1.825 -66.4% 3.100
ATR 1.789 1.727 -0.062 -3.4% 0.000
Volume 17,243 19,187 1,944 11.3% 89,936
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 64.613 64.177 62.399
R3 63.688 63.252 62.144
R2 62.763 62.763 62.060
R1 62.327 62.327 61.975 62.545
PP 61.838 61.838 61.838 61.948
S1 61.402 61.402 61.805 61.620
S2 60.913 60.913 61.720
S3 59.988 60.477 61.636
S4 59.063 59.552 61.381
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.143 72.312 65.985
R3 71.043 69.212 65.133
R2 67.943 67.943 64.848
R1 66.112 66.112 64.564 65.478
PP 64.843 64.843 64.843 64.526
S1 63.012 63.012 63.996 62.378
S2 61.743 61.743 63.712
S3 58.643 59.912 63.428
S4 55.543 56.812 62.575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.900 61.350 4.550 7.4% 1.695 2.7% 12% False True 19,972
10 66.800 61.350 5.450 8.8% 2.040 3.3% 10% False True 20,955
20 66.800 58.850 7.950 12.8% 1.700 2.7% 38% False False 15,312
40 66.800 57.850 8.950 14.5% 1.617 2.6% 45% False False 7,944
60 66.800 53.000 13.800 22.3% 1.576 2.5% 64% False False 5,304
80 66.800 53.000 13.800 22.3% 1.182 1.9% 64% False False 3,978
100 67.460 53.000 14.460 23.4% 0.946 1.5% 61% False False 3,182
120 67.460 53.000 14.460 23.4% 0.788 1.3% 61% False False 2,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.493
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 66.206
2.618 64.697
1.618 63.772
1.000 63.200
0.618 62.847
HIGH 62.275
0.618 61.922
0.500 61.813
0.382 61.703
LOW 61.350
0.618 60.778
1.000 60.425
1.618 59.853
2.618 58.928
4.250 57.419
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 61.864 63.150
PP 61.838 62.730
S1 61.813 62.310

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

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