NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 63.675 63.275 -0.400 -0.6% 63.875
High 64.625 63.400 -1.225 -1.9% 64.600
Low 63.050 62.400 -0.650 -1.0% 61.350
Close 63.100 63.130 0.030 0.0% 63.630
Range 1.575 1.000 -0.575 -36.5% 3.250
ATR 1.666 1.618 -0.048 -2.9% 0.000
Volume 16,975 13,875 -3,100 -18.3% 80,684
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 65.977 65.553 63.680
R3 64.977 64.553 63.405
R2 63.977 63.977 63.313
R1 63.553 63.553 63.222 63.265
PP 62.977 62.977 62.977 62.833
S1 62.553 62.553 63.038 62.265
S2 61.977 61.977 62.947
S3 60.977 61.553 62.855
S4 59.977 60.553 62.580
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 72.943 71.537 65.418
R3 69.693 68.287 64.524
R2 66.443 66.443 64.226
R1 65.037 65.037 63.928 64.115
PP 63.193 63.193 63.193 62.733
S1 61.787 61.787 63.332 60.865
S2 59.943 59.943 63.034
S3 56.693 58.537 62.736
S4 53.443 55.287 61.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.625 61.850 2.775 4.4% 1.510 2.4% 46% False False 14,550
10 65.100 61.350 3.750 5.9% 1.515 2.4% 47% False False 16,797
20 66.800 59.200 7.600 12.0% 1.718 2.7% 52% False False 18,050
40 66.800 58.850 7.950 12.6% 1.599 2.5% 54% False False 10,105
60 66.800 55.500 11.300 17.9% 1.584 2.5% 68% False False 6,751
80 66.800 53.000 13.800 21.9% 1.290 2.0% 73% False False 5,064
100 67.460 53.000 14.460 22.9% 1.032 1.6% 70% False False 4,051
120 67.460 53.000 14.460 22.9% 0.860 1.4% 70% False False 3,376
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.405
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 67.650
2.618 66.018
1.618 65.018
1.000 64.400
0.618 64.018
HIGH 63.400
0.618 63.018
0.500 62.900
0.382 62.782
LOW 62.400
0.618 61.782
1.000 61.400
1.618 60.782
2.618 59.782
4.250 58.150
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 63.053 63.513
PP 62.977 63.385
S1 62.900 63.258

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

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