NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 67.250 66.550 -0.700 -1.0% 65.350
High 67.600 67.925 0.325 0.5% 67.925
Low 66.200 65.950 -0.250 -0.4% 65.275
Close 66.410 67.840 1.430 2.2% 67.840
Range 1.400 1.975 0.575 41.1% 2.650
ATR 1.296 1.345 0.048 3.7% 0.000
Volume 356 411 55 15.4% 1,697
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 73.163 72.477 68.926
R3 71.188 70.502 68.383
R2 69.213 69.213 68.202
R1 68.527 68.527 68.021 68.870
PP 67.238 67.238 67.238 67.410
S1 66.552 66.552 67.659 66.895
S2 65.263 65.263 67.478
S3 63.288 64.577 67.297
S4 61.313 62.602 66.754
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.963 74.052 69.298
R3 72.313 71.402 68.569
R2 69.663 69.663 68.326
R1 68.752 68.752 68.083 69.208
PP 67.013 67.013 67.013 67.241
S1 66.102 66.102 67.597 66.558
S2 64.363 64.363 67.354
S3 61.713 63.452 67.111
S4 59.063 60.802 66.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.925 65.275 2.650 3.9% 1.715 2.5% 97% True False 339
10 68.000 64.075 3.925 5.8% 1.588 2.3% 96% False False 223
20 68.750 64.075 4.675 6.9% 1.305 1.9% 81% False False 154
40 68.750 61.700 7.050 10.4% 0.841 1.2% 87% False False 90
60 68.750 60.090 8.660 12.8% 0.617 0.9% 89% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.258
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.319
2.618 73.096
1.618 71.121
1.000 69.900
0.618 69.146
HIGH 67.925
0.618 67.171
0.500 66.938
0.382 66.704
LOW 65.950
0.618 64.729
1.000 63.975
1.618 62.754
2.618 60.779
4.250 57.556
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 67.539 67.535
PP 67.238 67.230
S1 66.938 66.925

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

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