NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 64.725 65.925 1.200 1.9% 64.875
High 66.050 66.100 0.050 0.1% 67.425
Low 64.550 64.850 0.300 0.5% 64.525
Close 65.970 65.350 -0.620 -0.9% 64.760
Range 1.500 1.250 -0.250 -16.7% 2.900
ATR 1.528 1.508 -0.020 -1.3% 0.000
Volume 15,141 9,296 -5,845 -38.6% 65,199
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.183 68.517 66.038
R3 67.933 67.267 65.694
R2 66.683 66.683 65.579
R1 66.017 66.017 65.465 65.725
PP 65.433 65.433 65.433 65.288
S1 64.767 64.767 65.235 64.475
S2 64.183 64.183 65.121
S3 62.933 63.517 65.006
S4 61.683 62.267 64.663
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 4.4% 1.555 2.4% 28% False False 12,795
10 67.425 62.450 4.975 7.6% 1.493 2.3% 58% False False 13,767
20 67.425 62.450 4.975 7.6% 1.554 2.4% 58% False False 10,952
40 68.075 62.400 5.675 8.7% 1.506 2.3% 52% False False 5,759
60 68.750 61.900 6.850 10.5% 1.324 2.0% 50% False False 3,863
80 68.750 60.250 8.500 13.0% 1.035 1.6% 60% False False 2,897
100 68.750 55.650 13.100 20.0% 0.828 1.3% 74% False False 2,318
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.308
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.413
2.618 69.373
1.618 68.123
1.000 67.350
0.618 66.873
HIGH 66.100
0.618 65.623
0.500 65.475
0.382 65.328
LOW 64.850
0.618 64.078
1.000 63.600
1.618 62.828
2.618 61.578
4.250 59.538
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 65.475 65.688
PP 65.433 65.575
S1 65.392 65.463

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

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