NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 68.700 68.625 -0.075 -0.1% 68.600
High 69.875 69.500 -0.375 -0.5% 69.950
Low 68.275 68.175 -0.100 -0.1% 67.650
Close 68.650 69.140 0.490 0.7% 69.140
Range 1.600 1.325 -0.275 -17.2% 2.300
ATR 1.391 1.386 -0.005 -0.3% 0.000
Volume 20,811 17,718 -3,093 -14.9% 60,204
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.913 72.352 69.869
R3 71.588 71.027 69.504
R2 70.263 70.263 69.383
R1 69.702 69.702 69.261 69.983
PP 68.938 68.938 68.938 69.079
S1 68.377 68.377 69.019 68.658
S2 67.613 67.613 68.897
S3 66.288 67.052 68.776
S4 64.963 65.727 68.411
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.813 74.777 70.405
R3 73.513 72.477 69.773
R2 71.213 71.213 69.562
R1 70.177 70.177 69.351 70.695
PP 68.913 68.913 68.913 69.173
S1 67.877 67.877 68.929 68.395
S2 66.613 66.613 68.718
S3 64.313 65.577 68.508
S4 62.013 63.277 67.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.950 67.650 2.300 3.3% 1.530 2.2% 65% False False 12,040
10 69.950 65.225 4.725 6.8% 1.470 2.1% 83% False False 6,754
20 69.950 63.500 6.450 9.3% 1.414 2.0% 87% False False 3,719
40 69.950 63.500 6.450 9.3% 1.209 1.7% 87% False False 1,902
60 69.950 63.500 6.450 9.3% 0.933 1.3% 87% False False 1,271
80 69.950 61.900 8.050 11.6% 0.763 1.1% 90% False False 954
100 69.950 60.410 9.540 13.8% 0.610 0.9% 92% False False 764
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 0.355
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.131
2.618 72.969
1.618 71.644
1.000 70.825
0.618 70.319
HIGH 69.500
0.618 68.994
0.500 68.838
0.382 68.681
LOW 68.175
0.618 67.356
1.000 66.850
1.618 66.031
2.618 64.706
4.250 62.544
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 69.039 69.014
PP 68.938 68.888
S1 68.838 68.763

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

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