NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 65.600 64.500 -1.100 -1.7% 67.975
High 66.000 65.550 -0.450 -0.7% 68.000
Low 64.600 64.075 -0.525 -0.8% 64.075
Close 64.860 65.500 0.640 1.0% 65.500
Range 1.400 1.475 0.075 5.4% 3.925
ATR 1.155 1.178 0.023 2.0% 0.000
Volume 132 161 29 22.0% 540
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.467 68.958 66.311
R3 67.992 67.483 65.906
R2 66.517 66.517 65.770
R1 66.008 66.008 65.635 66.263
PP 65.042 65.042 65.042 65.169
S1 64.533 64.533 65.365 64.788
S2 63.567 63.567 65.230
S3 62.092 63.058 65.094
S4 60.617 61.583 64.689
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 77.633 75.492 67.659
R3 73.708 71.567 66.579
R2 69.783 69.783 66.220
R1 67.642 67.642 65.860 66.750
PP 65.858 65.858 65.858 65.413
S1 63.717 63.717 65.140 62.825
S2 61.933 61.933 64.780
S3 58.008 59.792 64.421
S4 54.083 55.867 63.341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.000 64.075 3.925 6.0% 1.460 2.2% 36% False True 108
10 68.450 64.075 4.375 6.7% 1.263 1.9% 33% False True 105
20 68.750 63.850 4.900 7.5% 1.171 1.8% 34% False False 84
40 68.750 61.700 7.050 10.8% 0.711 1.1% 54% False False 48
60 68.750 56.680 12.070 18.4% 0.474 0.7% 73% False False 32
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 0.215
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.819
2.618 69.412
1.618 67.937
1.000 67.025
0.618 66.462
HIGH 65.550
0.618 64.987
0.500 64.813
0.382 64.638
LOW 64.075
0.618 63.163
1.000 62.600
1.618 61.688
2.618 60.213
4.250 57.806
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 65.271 65.350
PP 65.042 65.200
S1 64.813 65.050

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

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