NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 68.000 67.975 -0.025 0.0% 67.475
High 68.450 68.000 -0.450 -0.7% 68.450
Low 67.625 66.600 -1.025 -1.5% 66.000
Close 67.890 66.850 -1.040 -1.5% 67.890
Range 0.825 1.400 0.575 69.7% 2.450
ATR 1.053 1.078 0.025 2.3% 0.000
Volume 19 48 29 152.6% 513
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.350 70.500 67.620
R3 69.950 69.100 67.235
R2 68.550 68.550 67.107
R1 67.700 67.700 66.978 67.425
PP 67.150 67.150 67.150 67.013
S1 66.300 66.300 66.722 66.025
S2 65.750 65.750 66.593
S3 64.350 64.900 66.465
S4 62.950 63.500 66.080
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.797 73.793 69.238
R3 72.347 71.343 68.564
R2 69.897 69.897 68.339
R1 68.893 68.893 68.115 69.395
PP 67.447 67.447 67.447 67.698
S1 66.443 66.443 67.665 66.945
S2 64.997 64.997 67.441
S3 62.547 63.993 67.216
S4 60.097 61.543 66.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.450 66.000 2.450 3.7% 1.015 1.5% 35% False False 33
10 68.750 66.000 2.750 4.1% 1.055 1.6% 31% False False 84
20 68.750 61.900 6.850 10.2% 0.959 1.4% 72% False False 70
40 68.750 60.250 8.500 12.7% 0.563 0.8% 78% False False 36
60 68.750 55.650 13.100 19.6% 0.375 0.6% 85% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.183
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.950
2.618 71.665
1.618 70.265
1.000 69.400
0.618 68.865
HIGH 68.000
0.618 67.465
0.500 67.300
0.382 67.135
LOW 66.600
0.618 65.735
1.000 65.200
1.618 64.335
2.618 62.935
4.250 60.650
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 67.300 67.525
PP 67.150 67.300
S1 67.000 67.075

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

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