NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 65.300 65.100 -0.200 -0.3% 68.050
High 65.700 65.400 -0.300 -0.5% 68.075
Low 64.550 63.500 -1.050 -1.6% 63.500
Close 64.950 63.860 -1.090 -1.7% 63.860
Range 1.150 1.900 0.750 65.2% 4.575
ATR 1.361 1.399 0.039 2.8% 0.000
Volume 825 1,115 290 35.2% 3,877
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 69.953 68.807 64.905
R3 68.053 66.907 64.383
R2 66.153 66.153 64.208
R1 65.007 65.007 64.034 64.630
PP 64.253 64.253 64.253 64.065
S1 63.107 63.107 63.686 62.730
S2 62.353 62.353 63.512
S3 60.453 61.207 63.338
S4 58.553 59.307 62.815
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 78.870 75.940 66.376
R3 74.295 71.365 65.118
R2 69.720 69.720 64.699
R1 66.790 66.790 64.279 65.968
PP 65.145 65.145 65.145 64.734
S1 62.215 62.215 63.441 61.393
S2 60.570 60.570 63.021
S3 55.995 57.640 62.602
S4 51.420 53.065 61.344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.075 63.500 4.575 7.2% 1.505 2.4% 8% False True 775
10 68.075 63.500 4.575 7.2% 1.610 2.5% 8% False True 557
20 68.450 63.500 4.950 7.8% 1.436 2.2% 7% False True 331
40 68.750 61.700 7.050 11.0% 1.029 1.6% 31% False False 187
60 68.750 60.220 8.530 13.4% 0.742 1.2% 43% False False 125
80 68.750 54.000 14.750 23.1% 0.557 0.9% 67% False False 94
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 0.290
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.475
2.618 70.374
1.618 68.474
1.000 67.300
0.618 66.574
HIGH 65.400
0.618 64.674
0.500 64.450
0.382 64.226
LOW 63.500
0.618 62.326
1.000 61.600
1.618 60.426
2.618 58.526
4.250 55.425
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 64.450 64.925
PP 64.253 64.570
S1 64.057 64.215

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

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