NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 66.600 66.800 0.200 0.3% 68.225
High 67.050 67.975 0.925 1.4% 68.750
Low 66.075 66.800 0.725 1.1% 66.850
Close 66.500 67.880 1.380 2.1% 67.690
Range 0.975 1.175 0.200 20.5% 1.900
ATR 1.040 1.071 0.031 3.0% 0.000
Volume 30 24 -6 -20.0% 279
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.077 70.653 68.526
R3 69.902 69.478 68.203
R2 68.727 68.727 68.095
R1 68.303 68.303 67.988 68.515
PP 67.552 67.552 67.552 67.658
S1 67.128 67.128 67.772 67.340
S2 66.377 66.377 67.665
S3 65.202 65.953 67.557
S4 64.027 64.778 67.234
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 73.463 72.477 68.735
R3 71.563 70.577 68.213
R2 69.663 69.663 68.038
R1 68.677 68.677 67.864 68.220
PP 67.763 67.763 67.763 67.535
S1 66.777 66.777 67.516 66.320
S2 65.863 65.863 67.342
S3 63.963 64.877 67.168
S4 62.063 62.977 66.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.000 66.000 2.000 2.9% 1.050 1.5% 94% False False 115
10 68.750 66.000 2.750 4.1% 1.130 1.7% 68% False False 90
20 68.750 61.700 7.050 10.4% 0.848 1.2% 88% False False 67
40 68.750 60.220 8.530 12.6% 0.508 0.7% 90% False False 34
60 68.750 55.650 13.100 19.3% 0.338 0.5% 93% False False 23
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 0.163
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.969
2.618 71.051
1.618 69.876
1.000 69.150
0.618 68.701
HIGH 67.975
0.618 67.526
0.500 67.388
0.382 67.249
LOW 66.800
0.618 66.074
1.000 65.625
1.618 64.899
2.618 63.724
4.250 61.806
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 67.716 67.583
PP 67.552 67.285
S1 67.388 66.988

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

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