NYMEX miNY Light Sweet Crude Oil Future October 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 71.000 70.350 -0.650 -0.9% 70.800
High 71.000 70.350 -0.650 -0.9% 71.000
Low 71.000 70.350 -0.650 -0.9% 70.250
Close 69.670 70.350 0.680 1.0% 70.350
Range
ATR 0.683 0.683 0.000 0.0% 0.000
Volume 5 2 -3 -60.0% 24
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.350 70.350 70.350
R3 70.350 70.350 70.350
R2 70.350 70.350 70.350
R1 70.350 70.350 70.350 70.350
PP 70.350 70.350 70.350 70.350
S1 70.350 70.350 70.350 70.350
S2 70.350 70.350 70.350
S3 70.350 70.350 70.350
S4 70.350 70.350 70.350
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.783 72.317 70.763
R3 72.033 71.567 70.556
R2 71.283 71.283 70.488
R1 70.817 70.817 70.419 70.675
PP 70.533 70.533 70.533 70.463
S1 70.067 70.067 70.281 69.925
S2 69.783 69.783 70.213
S3 69.033 69.317 70.144
S4 68.283 68.567 69.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.000 70.250 0.750 1.1% 0.125 0.2% 13% False False 4
10 71.000 66.500 4.500 6.4% 0.113 0.2% 86% False False 3
20 71.000 65.950 5.050 7.2% 0.081 0.1% 87% False False 9
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Fibonacci Retracements and Extensions
4.250 70.350
2.618 70.350
1.618 70.350
1.000 70.350
0.618 70.350
HIGH 70.350
0.618 70.350
0.500 70.350
0.382 70.350
LOW 70.350
0.618 70.350
1.000 70.350
1.618 70.350
2.618 70.350
4.250 70.350
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 70.350 70.675
PP 70.350 70.567
S1 70.350 70.458

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

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