NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 64.500 65.350 0.850 1.3% 67.975
High 65.550 67.125 1.575 2.4% 68.000
Low 64.075 65.275 1.200 1.9% 64.075
Close 65.500 67.110 1.610 2.5% 65.500
Range 1.475 1.850 0.375 25.4% 3.925
ATR 1.178 1.226 0.048 4.1% 0.000
Volume 161 160 -1 -0.6% 540
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 72.053 71.432 68.128
R3 70.203 69.582 67.619
R2 68.353 68.353 67.449
R1 67.732 67.732 67.280 68.043
PP 66.503 66.503 66.503 66.659
S1 65.882 65.882 66.940 66.193
S2 64.653 64.653 66.771
S3 62.803 64.032 66.601
S4 60.953 62.182 66.093
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 67.500 64.075 3.425 5.1% 1.550 2.3% 89% False False 130
10 68.450 64.075 4.375 6.5% 1.283 1.9% 69% False False 81
20 68.750 64.075 4.675 7.0% 1.224 1.8% 65% False False 86
40 68.750 61.700 7.050 10.5% 0.757 1.1% 77% False False 52
60 68.750 56.680 12.070 18.0% 0.505 0.8% 86% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.200
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.988
2.618 71.968
1.618 70.118
1.000 68.975
0.618 68.268
HIGH 67.125
0.618 66.418
0.500 66.200
0.382 65.982
LOW 65.275
0.618 64.132
1.000 63.425
1.618 62.282
2.618 60.432
4.250 57.413
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 66.807 66.607
PP 66.503 66.103
S1 66.200 65.600

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

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