NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 69.000 69.800 0.800 1.2% 66.500
High 69.500 69.800 0.300 0.4% 69.800
Low 69.000 69.800 0.800 1.2% 66.500
Close 69.500 69.960 0.460 0.7% 69.960
Range 0.500 0.000 -0.500 -100.0% 3.300
ATR 0.725 0.694 -0.030 -4.2% 0.000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 69.853 69.907 69.960
R3 69.853 69.907 69.960
R2 69.853 69.853 69.960
R1 69.907 69.907 69.960 69.880
PP 69.853 69.853 69.853 69.840
S1 69.907 69.907 69.960 69.880
S2 69.853 69.853 69.960
S3 69.853 69.907 69.960
S4 69.853 69.907 69.960
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 78.653 77.607 71.775
R3 75.353 74.307 70.868
R2 72.053 72.053 70.565
R1 71.007 71.007 70.263 71.530
PP 68.753 68.753 68.753 69.015
S1 67.707 67.707 69.658 68.230
S2 65.453 65.453 69.355
S3 62.153 64.407 69.053
S4 58.853 61.107 68.145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.800 66.500 3.300 4.7% 0.100 0.1% 105% True False 1
10 69.800 66.500 3.300 4.7% 0.100 0.1% 105% True False 8
20 69.800 65.950 3.850 5.5% 0.050 0.1% 104% True False 9
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 0.000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.800
2.618 69.800
1.618 69.800
1.000 69.800
0.618 69.800
HIGH 69.800
0.618 69.800
0.500 69.800
0.382 69.800
LOW 69.800
0.618 69.800
1.000 69.800
1.618 69.800
2.618 69.800
4.250 69.800
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 69.907 69.692
PP 69.853 69.423
S1 69.800 69.155

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

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