NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 65.600 65.850 0.250 0.4% 65.050
High 66.300 67.425 1.125 1.7% 65.250
Low 65.225 65.800 0.575 0.9% 62.450
Close 65.960 66.930 0.970 1.5% 65.080
Range 1.075 1.625 0.550 51.2% 2.800
ATR 1.450 1.463 0.012 0.9% 0.000
Volume 11,740 12,482 742 6.3% 56,051
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.593 70.887 67.824
R3 69.968 69.262 67.377
R2 68.343 68.343 67.228
R1 67.637 67.637 67.079 67.990
PP 66.718 66.718 66.718 66.895
S1 66.012 66.012 66.781 66.365
S2 65.093 65.093 66.632
S3 63.468 64.387 66.483
S4 61.843 62.762 66.036
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 67.425 63.825 3.600 5.4% 1.410 2.1% 86% True False 13,747
10 67.425 62.450 4.975 7.4% 1.583 2.4% 90% True False 13,820
20 67.425 62.450 4.975 7.4% 1.445 2.2% 90% True False 9,083
40 68.450 62.400 6.050 9.0% 1.464 2.2% 75% False False 4,767
60 68.750 61.700 7.050 10.5% 1.239 1.9% 74% False False 3,200
80 68.750 60.220 8.530 12.7% 0.971 1.5% 79% False False 2,401
100 68.750 55.150 13.600 20.3% 0.777 1.2% 87% False False 1,921
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 0.345
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.331
2.618 71.679
1.618 70.054
1.000 69.050
0.618 68.429
HIGH 67.425
0.618 66.804
0.500 66.613
0.382 66.421
LOW 65.800
0.618 64.796
1.000 64.175
1.618 63.171
2.618 61.546
4.250 58.894
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 66.824 66.728
PP 66.718 66.527
S1 66.613 66.325

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

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