NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 64.225 64.875 0.650 1.0% 65.050
High 65.250 66.500 1.250 1.9% 65.250
Low 63.825 64.550 0.725 1.1% 62.450
Close 65.080 66.210 1.130 1.7% 65.080
Range 1.425 1.950 0.525 36.8% 2.800
ATR 1.484 1.517 0.033 2.2% 0.000
Volume 18,856 13,566 -5,290 -28.1% 56,051
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.603 70.857 67.283
R3 69.653 68.907 66.746
R2 67.703 67.703 66.568
R1 66.957 66.957 66.389 67.330
PP 65.753 65.753 65.753 65.940
S1 65.007 65.007 66.031 65.380
S2 63.803 63.803 65.853
S3 61.853 63.057 65.674
S4 59.903 61.107 65.138
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.660 71.670 66.620
R3 69.860 68.870 65.850
R2 67.060 67.060 65.593
R1 66.070 66.070 65.337 66.565
PP 64.260 64.260 64.260 64.508
S1 63.270 63.270 64.823 63.765
S2 61.460 61.460 64.567
S3 58.660 60.470 64.310
S4 55.860 57.670 63.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.500 62.450 4.050 6.1% 1.770 2.7% 93% True False 13,923
10 67.100 62.450 4.650 7.0% 1.665 2.5% 81% False False 13,397
20 67.100 62.400 4.700 7.1% 1.475 2.2% 81% False False 7,412
40 68.450 62.400 6.050 9.1% 1.456 2.2% 63% False False 3,871
60 68.750 61.700 7.050 10.6% 1.178 1.8% 64% False False 2,595
80 68.750 60.220 8.530 12.9% 0.925 1.4% 70% False False 1,947
100 68.750 54.000 14.750 22.3% 0.740 1.1% 83% False False 1,557
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 0.420
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.788
2.618 71.605
1.618 69.655
1.000 68.450
0.618 67.705
HIGH 66.500
0.618 65.755
0.500 65.525
0.382 65.295
LOW 64.550
0.618 63.345
1.000 62.600
1.618 61.395
2.618 59.445
4.250 56.263
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 65.982 65.632
PP 65.753 65.053
S1 65.525 64.475

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

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