NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 67.300 67.975 0.675 1.0% 65.350
High 68.150 68.000 -0.150 -0.2% 67.275
Low 66.550 66.550 0.000 0.0% 64.750
Close 67.960 66.600 -1.360 -2.0% 67.050
Range 1.600 1.450 -0.150 -9.4% 2.525
ATR 0.998 1.030 0.032 3.2% 0.000
Volume 28 467 439 1,567.9% 103
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 71.400 70.450 67.398
R3 69.950 69.000 66.999
R2 68.500 68.500 66.866
R1 67.550 67.550 66.733 67.300
PP 67.050 67.050 67.050 66.925
S1 66.100 66.100 66.467 65.850
S2 65.600 65.600 66.334
S3 64.150 64.650 66.201
S4 62.700 63.200 65.803
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 68.150 64.750 3.400 5.1% 1.360 2.0% 54% False False 116
10 68.150 63.700 4.450 6.7% 0.923 1.4% 65% False False 62
20 68.900 63.700 5.200 7.8% 0.896 1.3% 56% False False 36
40 69.275 63.700 5.575 8.4% 0.623 0.9% 52% False False 23
60 69.275 61.900 7.375 11.1% 0.499 0.7% 64% False False 16
80 69.275 59.940 9.335 14.0% 0.374 0.6% 71% False False 12
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 0.153
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.163
2.618 71.796
1.618 70.346
1.000 69.450
0.618 68.896
HIGH 68.000
0.618 67.446
0.500 67.275
0.382 67.104
LOW 66.550
0.618 65.654
1.000 65.100
1.618 64.204
2.618 62.754
4.250 60.388
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 67.275 67.075
PP 67.050 66.917
S1 66.825 66.758

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

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