NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 65.350 67.050 1.700 2.6% 65.350
High 67.275 67.250 -0.025 0.0% 67.275
Low 65.350 66.000 0.650 1.0% 64.750
Close 67.050 67.050 0.000 0.0% 67.050
Range 1.925 1.250 -0.675 -35.1% 2.525
ATR 0.929 0.952 0.023 2.5% 0.000
Volume 19 43 24 126.3% 103
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 70.517 70.033 67.738
R3 69.267 68.783 67.394
R2 68.017 68.017 67.279
R1 67.533 67.533 67.165 67.675
PP 66.767 66.767 66.767 66.838
S1 66.283 66.283 66.935 66.425
S2 65.517 65.517 66.821
S3 64.267 65.033 66.706
S4 63.017 63.783 66.363
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 73.933 73.017 68.439
R3 71.408 70.492 67.744
R2 68.883 68.883 67.513
R1 67.967 67.967 67.281 68.425
PP 66.358 66.358 66.358 66.588
S1 65.442 65.442 66.819 65.900
S2 63.833 63.833 66.587
S3 61.308 62.917 66.356
S4 58.783 60.392 65.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.275 64.750 2.525 3.8% 1.060 1.6% 91% False False 20
10 67.275 63.700 3.575 5.3% 0.755 1.1% 94% False False 15
20 68.900 63.700 5.200 7.8% 0.886 1.3% 64% False False 11
40 69.275 63.700 5.575 8.3% 0.562 0.8% 60% False False 11
60 69.275 61.900 7.375 11.0% 0.448 0.7% 70% False False 8
80 69.275 57.180 12.095 18.0% 0.336 0.5% 82% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.078
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.563
2.618 70.523
1.618 69.273
1.000 68.500
0.618 68.023
HIGH 67.250
0.618 66.773
0.500 66.625
0.382 66.478
LOW 66.000
0.618 65.228
1.000 64.750
1.618 63.978
2.618 62.728
4.250 60.688
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 66.908 66.704
PP 66.767 66.358
S1 66.625 66.013

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

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