NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 65.125 65.350 0.225 0.3% 65.150
High 65.125 65.800 0.675 1.0% 65.250
Low 65.125 65.150 0.025 0.0% 63.700
Close 65.270 65.020 -0.250 -0.4% 65.270
Range 0.000 0.650 0.650 1.550
ATR 0.835 0.822 -0.013 -1.6% 0.000
Volume 11 2 -9 -81.8% 50
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 67.273 66.797 65.378
R3 66.623 66.147 65.199
R2 65.973 65.973 65.139
R1 65.497 65.497 65.080 65.410
PP 65.323 65.323 65.323 65.280
S1 64.847 64.847 64.960 64.760
S2 64.673 64.673 64.901
S3 64.023 64.197 64.841
S4 63.373 63.547 64.663
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 69.390 68.880 66.123
R3 67.840 67.330 65.696
R2 66.290 66.290 65.554
R1 65.780 65.780 65.412 66.035
PP 64.740 64.740 64.740 64.868
S1 64.230 64.230 65.128 64.485
S2 63.190 63.190 64.986
S3 61.640 62.680 64.844
S4 60.090 61.130 64.418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.800 63.700 2.100 3.2% 0.460 0.7% 63% True False 7
10 68.550 63.700 4.850 7.5% 0.790 1.2% 27% False False 9
20 68.900 63.700 5.200 8.0% 0.655 1.0% 25% False False 7
40 69.275 62.500 6.775 10.4% 0.446 0.7% 37% False False 9
60 69.275 61.240 8.035 12.4% 0.370 0.6% 47% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.083
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.563
2.618 67.502
1.618 66.852
1.000 66.450
0.618 66.202
HIGH 65.800
0.618 65.552
0.500 65.475
0.382 65.398
LOW 65.150
0.618 64.748
1.000 64.500
1.618 64.098
2.618 63.448
4.250 62.388
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 65.475 65.038
PP 65.323 65.032
S1 65.172 65.026

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

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