NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 70.375 68.725 -1.650 -2.3% 70.800
High 70.375 69.125 -1.250 -1.8% 71.000
Low 68.825 68.725 -0.100 -0.1% 70.250
Close 68.720 69.540 0.820 1.2% 70.350
Range 1.550 0.400 -1.150 -74.2% 0.750
ATR 0.756 0.731 -0.025 -3.3% 0.000
Volume 3 16 13 433.3% 24
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.330 70.335 69.760
R3 69.930 69.935 69.650
R2 69.530 69.530 69.613
R1 69.535 69.535 69.577 69.533
PP 69.130 69.130 69.130 69.129
S1 69.135 69.135 69.503 69.133
S2 68.730 68.730 69.467
S3 68.330 68.735 69.430
S4 67.930 68.335 69.320
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 68.725 2.275 3.3% 0.505 0.7% 36% False True 5
10 71.000 68.725 2.275 3.3% 0.365 0.5% 36% False True 4
20 71.000 65.950 5.050 7.3% 0.208 0.3% 71% False False 10
40 71.000 65.920 5.080 7.3% 0.107 0.2% 71% False False 6
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 True
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.825
2.618 70.172
1.618 69.772
1.000 69.525
0.618 69.372
HIGH 69.125
0.618 68.972
0.500 68.925
0.382 68.878
LOW 68.725
0.618 68.478
1.000 68.325
1.618 68.078
2.618 67.678
4.250 67.025
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 69.335 69.550
PP 69.130 69.547
S1 68.925 69.543

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

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