NYMEX miNY Light Sweet Crude Oil Future December 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 70.100 69.400 -0.700 -1.0% 71.610
High 70.100 70.400 0.300 0.4% 71.610
Low 70.100 69.400 -0.700 -1.0% 70.250
Close 69.570 70.030 0.460 0.7% 71.200
Range 0.000 1.000 1.000 1.360
ATR 0.651 0.676 0.025 3.8% 0.000
Volume 4 1 -3 -75.0% 27
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.943 72.487 70.580
R3 71.943 71.487 70.305
R2 70.943 70.943 70.213
R1 70.487 70.487 70.122 70.715
PP 69.943 69.943 69.943 70.058
S1 69.487 69.487 69.938 69.715
S2 68.943 68.943 69.847
S3 67.943 68.487 69.755
S4 66.943 67.487 69.480
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.100 74.510 71.948
R3 73.740 73.150 71.574
R2 72.380 72.380 71.449
R1 71.790 71.790 71.325 71.405
PP 71.020 71.020 71.020 70.828
S1 70.430 70.430 71.075 70.045
S2 69.660 69.660 70.951
S3 68.300 69.070 70.826
S4 66.940 67.710 70.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.350 69.400 1.950 2.8% 0.200 0.3% 32% False True 3
10 71.610 69.400 2.210 3.2% 0.210 0.3% 29% False True 3
20 71.610 67.350 4.260 6.1% 0.105 0.1% 63% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 74.650
2.618 73.018
1.618 72.018
1.000 71.400
0.618 71.018
HIGH 70.400
0.618 70.018
0.500 69.900
0.382 69.782
LOW 69.400
0.618 68.782
1.000 68.400
1.618 67.782
2.618 66.782
4.250 65.150
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 69.987 70.310
PP 69.943 70.217
S1 69.900 70.123

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

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