NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 67.000 65.925 -1.075 -1.6% 67.975
High 67.500 67.225 -0.275 -0.4% 68.000
Low 65.450 65.925 0.475 0.7% 64.075
Close 65.890 67.200 1.310 2.0% 65.500
Range 2.050 1.300 -0.750 -36.6% 3.925
ATR 1.285 1.288 0.004 0.3% 0.000
Volume 241 529 288 119.5% 540
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.683 70.242 67.915
R3 69.383 68.942 67.558
R2 68.083 68.083 67.438
R1 67.642 67.642 67.319 67.863
PP 66.783 66.783 66.783 66.894
S1 66.342 66.342 67.081 66.563
S2 65.483 65.483 66.962
S3 64.183 65.042 66.843
S4 62.883 63.742 66.485
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% 1.615 2.4% 91% False False 244
10 68.450 64.075 4.375 6.5% 1.450 2.2% 71% False False 151
20 68.750 64.075 4.675 7.0% 1.263 1.9% 67% False False 122
40 68.750 61.700 7.050 10.5% 0.800 1.2% 78% False False 71
60 68.750 59.910 8.840 13.2% 0.560 0.8% 82% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.200
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 72.750
2.618 70.628
1.618 69.328
1.000 68.525
0.618 68.028
HIGH 67.225
0.618 66.728
0.500 66.575
0.382 66.422
LOW 65.925
0.618 65.122
1.000 64.625
1.618 63.822
2.618 62.522
4.250 60.400
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 66.992 66.929
PP 66.783 66.658
S1 66.575 66.388

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

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