NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 65.850 66.725 0.875 1.3% 64.875
High 67.425 66.850 -0.575 -0.9% 67.425
Low 65.800 64.525 -1.275 -1.9% 64.525
Close 66.930 64.760 -2.170 -3.2% 64.760
Range 1.625 2.325 0.700 43.1% 2.900
ATR 1.463 1.530 0.067 4.6% 0.000
Volume 12,482 15,317 2,835 22.7% 65,199
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.353 70.882 66.039
R3 70.028 68.557 65.399
R2 67.703 67.703 65.186
R1 66.232 66.232 64.973 65.805
PP 65.378 65.378 65.378 65.165
S1 63.907 63.907 64.547 63.480
S2 63.053 63.053 64.334
S3 60.728 61.582 64.121
S4 58.403 59.257 63.481
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.270 72.415 66.355
R3 71.370 69.515 65.558
R2 68.470 68.470 65.292
R1 66.615 66.615 65.026 66.093
PP 65.570 65.570 65.570 65.309
S1 63.715 63.715 64.494 63.193
S2 62.670 62.670 64.228
S3 59.770 60.815 63.963
S4 56.870 57.915 63.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.425 64.525 2.900 4.5% 1.590 2.5% 8% False True 13,039
10 67.425 62.450 4.975 7.7% 1.585 2.4% 46% False False 13,601
20 67.425 62.450 4.975 7.7% 1.511 2.3% 46% False False 9,813
40 68.450 62.400 6.050 9.3% 1.493 2.3% 39% False False 5,150
60 68.750 61.700 7.050 10.9% 1.278 2.0% 43% False False 3,456
80 68.750 60.220 8.530 13.2% 1.000 1.5% 53% False False 2,592
100 68.750 55.650 13.100 20.2% 0.800 1.2% 70% False False 2,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.313
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 76.731
2.618 72.937
1.618 70.612
1.000 69.175
0.618 68.287
HIGH 66.850
0.618 65.962
0.500 65.688
0.382 65.413
LOW 64.525
0.618 63.088
1.000 62.200
1.618 60.763
2.618 58.438
4.250 54.644
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 65.688 65.975
PP 65.378 65.570
S1 65.069 65.165

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

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