NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 67.175 66.750 -0.425 -0.6% 66.025
High 67.200 67.275 0.075 0.1% 66.225
Low 66.400 66.300 -0.100 -0.2% 63.500
Close 66.740 66.990 0.250 0.4% 66.120
Range 0.800 0.975 0.175 21.9% 2.725
ATR 1.189 1.174 -0.015 -1.3% 0.000
Volume 508 529 21 4.1% 2,005
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.780 69.360 67.526
R3 68.805 68.385 67.258
R2 67.830 67.830 67.169
R1 67.410 67.410 67.079 67.620
PP 66.855 66.855 66.855 66.960
S1 66.435 66.435 66.901 66.645
S2 65.880 65.880 66.811
S3 64.905 65.460 66.722
S4 63.930 64.485 66.454
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.457 72.513 67.619
R3 70.732 69.788 66.869
R2 68.007 68.007 66.620
R1 67.063 67.063 66.370 67.535
PP 65.282 65.282 65.282 65.518
S1 64.338 64.338 65.870 64.810
S2 62.557 62.557 65.620
S3 59.832 61.613 65.371
S4 57.107 58.888 64.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.450 63.500 3.950 5.9% 1.295 1.9% 88% False False 622
10 67.450 63.500 3.950 5.9% 1.263 1.9% 88% False False 532
20 68.150 63.500 4.650 6.9% 1.093 1.6% 75% False False 297
40 69.000 63.500 5.500 8.2% 0.872 1.3% 63% False False 151
60 69.275 61.900 7.375 11.0% 0.709 1.1% 69% False False 104
80 69.275 60.650 8.625 12.9% 0.532 0.8% 74% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.238
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.419
2.618 69.828
1.618 68.853
1.000 68.250
0.618 67.878
HIGH 67.275
0.618 66.903
0.500 66.788
0.382 66.672
LOW 66.300
0.618 65.697
1.000 65.325
1.618 64.722
2.618 63.747
4.250 62.156
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 66.923 66.843
PP 66.855 66.697
S1 66.788 66.550

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

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