NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 67.600 67.200 -0.400 -0.6% 66.425
High 68.200 68.000 -0.200 -0.3% 68.200
Low 67.600 67.000 -0.600 -0.9% 66.425
Close 67.290 68.690 1.400 2.1% 68.690
Range 0.600 1.000 0.400 66.7% 1.775
ATR 0.745 0.763 0.018 2.4% 0.000
Volume 5 6 1 20.0% 36
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.897 70.793 69.240
R3 69.897 69.793 68.965
R2 68.897 68.897 68.873
R1 68.793 68.793 68.782 68.845
PP 67.897 67.897 67.897 67.923
S1 67.793 67.793 68.598 67.845
S2 66.897 66.897 68.507
S3 65.897 66.793 68.415
S4 64.897 65.793 68.140
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 73.097 72.668 69.666
R3 71.322 70.893 69.178
R2 69.547 69.547 69.015
R1 69.118 69.118 68.853 69.333
PP 67.772 67.772 67.772 67.879
S1 67.343 67.343 68.527 67.558
S2 65.997 65.997 68.365
S3 64.222 65.568 68.202
S4 62.447 63.793 67.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.200 66.425 1.775 2.6% 0.900 1.3% 128% False False 7
10 69.000 65.925 3.075 4.5% 0.598 0.9% 90% False False 4
20 69.275 65.925 3.350 4.9% 0.389 0.6% 83% False False 9
40 69.275 61.900 7.375 10.7% 0.341 0.5% 92% False False 7
60 69.275 60.550 8.725 12.7% 0.228 0.3% 93% False False 5
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 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.250
2.618 70.618
1.618 69.618
1.000 69.000
0.618 68.618
HIGH 68.000
0.618 67.618
0.500 67.500
0.382 67.382
LOW 67.000
0.618 66.382
1.000 66.000
1.618 65.382
2.618 64.382
4.250 62.750
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 68.293 68.327
PP 67.897 67.963
S1 67.500 67.600

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

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