NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 67.700 68.100 0.400 0.6% 64.725
High 68.300 69.125 0.825 1.2% 68.300
Low 67.250 67.400 0.150 0.2% 64.550
Close 68.000 69.090 1.090 1.6% 68.000
Range 1.050 1.725 0.675 64.3% 3.750
ATR 1.507 1.523 0.016 1.0% 0.000
Volume 13,653 12,077 -1,576 -11.5% 59,960
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.713 73.127 70.039
R3 71.988 71.402 69.564
R2 70.263 70.263 69.406
R1 69.677 69.677 69.248 69.970
PP 68.538 68.538 68.538 68.685
S1 67.952 67.952 68.932 68.245
S2 66.813 66.813 68.774
S3 65.088 66.227 68.616
S4 63.363 64.502 68.141
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 78.200 76.850 70.063
R3 74.450 73.100 69.031
R2 70.700 70.700 68.688
R1 69.350 69.350 68.344 70.025
PP 66.950 66.950 66.950 67.288
S1 65.600 65.600 67.656 66.275
S2 63.200 63.200 67.313
S3 59.450 61.850 66.969
S4 55.700 58.100 65.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.125 64.850 4.275 6.2% 1.505 2.2% 99% True False 11,379
10 69.125 64.525 4.600 6.7% 1.503 2.2% 99% True False 12,367
20 69.125 62.450 6.675 9.7% 1.584 2.3% 99% True False 12,882
40 69.125 62.400 6.725 9.7% 1.516 2.2% 99% True False 6,937
60 69.125 62.400 6.725 9.7% 1.401 2.0% 99% True False 4,652
80 69.125 61.700 7.425 10.7% 1.113 1.6% 100% True False 3,492
100 69.125 56.680 12.445 18.0% 0.891 1.3% 100% True False 2,794
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 0.253
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.456
2.618 73.641
1.618 71.916
1.000 70.850
0.618 70.191
HIGH 69.125
0.618 68.466
0.500 68.263
0.382 68.059
LOW 67.400
0.618 66.334
1.000 65.675
1.618 64.609
2.618 62.884
4.250 60.069
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 68.814 68.573
PP 68.538 68.055
S1 68.263 67.538

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

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