NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 66.425 67.800 1.375 2.1% 69.000
High 67.875 67.900 0.025 0.0% 69.000
Low 66.425 66.500 0.075 0.1% 65.925
Close 67.900 66.730 -1.170 -1.7% 66.310
Range 1.450 1.400 -0.050 -3.4% 3.075
ATR 0.735 0.782 0.048 6.5% 0.000
Volume 2 7 5 250.0% 10
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.243 70.387 67.500
R3 69.843 68.987 67.115
R2 68.443 68.443 66.987
R1 67.587 67.587 66.858 67.315
PP 67.043 67.043 67.043 66.908
S1 66.187 66.187 66.602 65.915
S2 65.643 65.643 66.473
S3 64.243 64.787 66.345
S4 62.843 63.387 65.960
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 76.303 74.382 68.001
R3 73.228 71.307 67.156
R2 70.153 70.153 66.874
R1 68.232 68.232 66.592 67.655
PP 67.078 67.078 67.078 66.790
S1 65.157 65.157 66.028 64.580
S2 64.003 64.003 65.746
S3 60.928 62.082 65.464
S4 57.853 59.007 64.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.900 65.925 1.975 3.0% 0.575 0.9% 41% True False 3
10 69.000 65.925 3.075 4.6% 0.433 0.6% 26% False False 2
20 69.275 65.925 3.350 5.0% 0.350 0.5% 24% False False 10
40 69.275 61.900 7.375 11.1% 0.300 0.4% 65% False False 6
60 69.275 59.940 9.335 14.0% 0.200 0.3% 73% False False 4
Crabel Price Patterns
NR True
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.850
2.618 71.565
1.618 70.165
1.000 69.300
0.618 68.765
HIGH 67.900
0.618 67.365
0.500 67.200
0.382 67.035
LOW 66.500
0.618 65.635
1.000 65.100
1.618 64.235
2.618 62.835
4.250 60.550
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 67.200 67.105
PP 67.043 66.980
S1 66.887 66.855

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

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