NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 63.475 64.000 0.525 0.8% 68.050
High 64.300 64.250 -0.050 -0.1% 68.075
Low 63.075 62.400 -0.675 -1.1% 63.500
Close 63.990 63.160 -0.830 -1.3% 63.860
Range 1.225 1.850 0.625 51.0% 4.575
ATR 1.373 1.408 0.034 2.5% 0.000
Volume 792 876 84 10.6% 3,877
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 68.820 67.840 64.178
R3 66.970 65.990 63.669
R2 65.120 65.120 63.499
R1 64.140 64.140 63.330 63.705
PP 63.270 63.270 63.270 63.053
S1 62.290 62.290 62.990 61.855
S2 61.420 61.420 62.821
S3 59.570 60.440 62.651
S4 57.720 58.590 62.143
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 65.700 62.400 3.300 5.2% 1.465 2.3% 23% False True 967
10 68.075 62.400 5.675 9.0% 1.518 2.4% 13% False True 754
20 68.450 62.400 6.050 9.6% 1.484 2.3% 13% False True 452
40 68.750 61.700 7.050 11.2% 1.136 1.8% 21% False False 259
60 68.750 60.220 8.530 13.5% 0.813 1.3% 34% False False 173
80 68.750 55.150 13.600 21.5% 0.610 1.0% 59% False False 130
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 0.320
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.113
2.618 69.093
1.618 67.243
1.000 66.100
0.618 65.393
HIGH 64.250
0.618 63.543
0.500 63.325
0.382 63.107
LOW 62.400
0.618 61.257
1.000 60.550
1.618 59.407
2.618 57.557
4.250 54.538
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 63.325 63.350
PP 63.270 63.287
S1 63.215 63.223

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

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