NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 63.700 64.675 0.975 1.5% 68.700
High 64.150 64.700 0.550 0.9% 68.900
Low 63.700 64.275 0.575 0.9% 64.900
Close 64.370 64.660 0.290 0.5% 65.150
Range 0.450 0.425 -0.025 -5.6% 4.000
ATR 0.898 0.864 -0.034 -3.8% 0.000
Volume 12 6 -6 -50.0% 50
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 65.820 65.665 64.894
R3 65.395 65.240 64.777
R2 64.970 64.970 64.738
R1 64.815 64.815 64.699 64.680
PP 64.545 64.545 64.545 64.478
S1 64.390 64.390 64.621 64.255
S2 64.120 64.120 64.582
S3 63.695 63.965 64.543
S4 63.270 63.540 64.426
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 78.317 75.733 67.350
R3 74.317 71.733 66.250
R2 70.317 70.317 65.883
R1 67.733 67.733 65.517 67.025
PP 66.317 66.317 66.317 65.963
S1 63.733 63.733 64.783 63.025
S2 62.317 62.317 64.417
S3 58.317 59.733 64.050
S4 54.317 55.733 62.950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.350 63.700 2.650 4.1% 0.740 1.1% 36% False False 9
10 68.900 63.700 5.200 8.0% 0.893 1.4% 18% False False 9
20 69.000 63.700 5.300 8.2% 0.695 1.1% 18% False False 6
40 69.275 62.200 7.075 10.9% 0.429 0.7% 35% False False 9
60 69.275 60.650 8.625 13.3% 0.360 0.6% 46% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.103
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 66.506
2.618 65.813
1.618 65.388
1.000 65.125
0.618 64.963
HIGH 64.700
0.618 64.538
0.500 64.488
0.382 64.437
LOW 64.275
0.618 64.012
1.000 63.850
1.618 63.587
2.618 63.162
4.250 62.469
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 64.603 64.598
PP 64.545 64.537
S1 64.488 64.475

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

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