NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 69.400 70.500 1.100 1.6% 71.610
High 70.400 71.000 0.600 0.9% 71.610
Low 69.400 70.500 1.100 1.6% 70.250
Close 70.030 70.270 0.240 0.3% 71.200
Range 1.000 0.500 -0.500 -50.0% 1.360
ATR 0.676 0.697 0.021 3.1% 0.000
Volume 1 3 2 200.0% 27
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.090 71.680 70.545
R3 71.590 71.180 70.408
R2 71.090 71.090 70.362
R1 70.680 70.680 70.316 70.635
PP 70.590 70.590 70.590 70.568
S1 70.180 70.180 70.224 70.135
S2 70.090 70.090 70.178
S3 69.590 69.680 70.133
S4 69.090 69.180 69.995
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 71.220 69.400 1.820 2.6% 0.300 0.4% 48% False False 3
10 71.610 69.400 2.210 3.1% 0.225 0.3% 39% False False 4
20 71.610 67.980 3.630 5.2% 0.130 0.2% 63% False False 2
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 73.125
2.618 72.309
1.618 71.809
1.000 71.500
0.618 71.309
HIGH 71.000
0.618 70.809
0.500 70.750
0.382 70.691
LOW 70.500
0.618 70.191
1.000 70.000
1.618 69.691
2.618 69.191
4.250 68.375
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 70.750 70.247
PP 70.590 70.223
S1 70.430 70.200

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

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