NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 68.330 68.725 0.395 0.6% 66.250
High 68.330 68.725 0.395 0.6% 69.275
Low 68.330 68.725 0.395 0.6% 66.250
Close 68.330 68.550 0.220 0.3% 68.730
Range
ATR 0.806 0.777 -0.029 -3.6% 0.000
Volume 14 32 18 128.6% 87
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.667 68.608 68.550
R3 68.667 68.608 68.550
R2 68.667 68.667 68.550
R1 68.608 68.608 68.550 68.638
PP 68.667 68.667 68.667 68.681
S1 68.608 68.608 68.550 68.638
S2 68.667 68.667 68.550
S3 68.667 68.608 68.550
S4 68.667 68.608 68.550
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 77.160 75.970 70.394
R3 74.135 72.945 69.562
R2 71.110 71.110 69.285
R1 69.920 69.920 69.007 70.515
PP 68.085 68.085 68.085 68.383
S1 66.895 66.895 68.453 67.490
S2 65.060 65.060 68.175
S3 62.035 63.870 67.898
S4 59.010 60.845 67.066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.275 68.030 1.245 1.8% 0.280 0.4% 42% False False 25
10 69.275 64.600 4.675 6.8% 0.288 0.4% 84% False False 20
20 69.275 61.900 7.375 10.8% 0.364 0.5% 90% False False 11
40 69.275 60.650 8.625 12.6% 0.182 0.3% 92% False False 6
Crabel Price Patterns
NR False
NR4 False
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 0.013
Fibonacci Retracements and Extensions
4.250 68.725
2.618 68.725
1.618 68.725
1.000 68.725
0.618 68.725
HIGH 68.725
0.618 68.725
0.500 68.725
0.382 68.725
LOW 68.725
0.618 68.725
1.000 68.725
1.618 68.725
2.618 68.725
4.250 68.725
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 68.725 68.493
PP 68.667 68.435
S1 68.608 68.378

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

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