NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 70.300 69.975 -0.325 -0.5% 66.425
High 70.575 70.200 -0.375 -0.5% 69.500
Low 69.600 68.450 -1.150 -1.7% 66.425
Close 70.230 69.510 -0.720 -1.0% 69.360
Range 0.975 1.750 0.775 79.5% 3.075
ATR 0.946 1.005 0.060 6.3% 0.000
Volume 31 130 99 319.4% 58
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.637 73.823 70.473
R3 72.887 72.073 69.991
R2 71.137 71.137 69.831
R1 70.323 70.323 69.670 69.855
PP 69.387 69.387 69.387 69.153
S1 68.573 68.573 69.350 68.105
S2 67.637 67.637 69.189
S3 65.887 66.823 69.029
S4 64.137 65.073 68.548
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.653 76.582 71.051
R3 74.578 73.507 70.206
R2 71.503 71.503 69.924
R1 70.432 70.432 69.642 70.968
PP 68.428 68.428 68.428 68.696
S1 67.357 67.357 69.078 67.893
S2 65.353 65.353 68.796
S3 62.278 64.282 68.514
S4 59.203 61.207 67.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.575 67.625 2.950 4.2% 1.230 1.8% 64% False False 78
10 70.575 66.300 4.275 6.2% 1.025 1.5% 75% False False 44
20 70.575 64.550 6.025 8.7% 0.846 1.2% 82% False False 30
40 70.575 64.550 6.025 8.7% 0.482 0.7% 82% False False 16
60 70.575 64.550 6.025 8.7% 0.358 0.5% 82% False False 13
80 70.575 62.840 7.735 11.1% 0.271 0.4% 86% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.135
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.638
2.618 74.782
1.618 73.032
1.000 71.950
0.618 71.282
HIGH 70.200
0.618 69.532
0.500 69.325
0.382 69.119
LOW 68.450
0.618 67.369
1.000 66.700
1.618 65.619
2.618 63.869
4.250 61.013
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 69.448 69.513
PP 69.387 69.512
S1 69.325 69.511

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

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