NYMEX miNY Light Sweet Crude Oil Future December 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 72.460 73.000 0.540 0.7% 71.220
High 72.460 73.000 0.540 0.7% 71.440
Low 72.460 73.000 0.540 0.7% 69.400
Close 72.460 72.580 0.120 0.2% 71.440
Range
ATR 0.638 0.631 -0.007 -1.1% 0.000
Volume 1 2 1 100.0% 16
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 72.860 72.720 72.580
R3 72.860 72.720 72.580
R2 72.860 72.860 72.580
R1 72.720 72.720 72.580 72.790
PP 72.860 72.860 72.860 72.895
S1 72.720 72.720 72.580 72.790
S2 72.860 72.860 72.580
S3 72.860 72.720 72.580
S4 72.860 72.720 72.580
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 76.880 76.200 72.562
R3 74.840 74.160 72.001
R2 72.800 72.800 71.814
R1 72.120 72.120 71.627 72.460
PP 70.760 70.760 70.760 70.930
S1 70.080 70.080 71.253 70.420
S2 68.720 68.720 71.066
S3 66.680 68.040 70.879
S4 64.640 66.000 70.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.000 71.440 1.560 2.1% 0.000 0.0% 73% True False 2
10 73.000 69.400 3.600 5.0% 0.150 0.2% 88% True False 2
20 73.000 67.980 5.020 6.9% 0.130 0.2% 92% True False 2
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Fibonacci Retracements and Extensions
4.250 73.000
2.618 73.000
1.618 73.000
1.000 73.000
0.618 73.000
HIGH 73.000
0.618 73.000
0.500 73.000
0.382 73.000
LOW 73.000
0.618 73.000
1.000 73.000
1.618 73.000
2.618 73.000
4.250 73.000
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 73.000 72.730
PP 72.860 72.680
S1 72.720 72.630

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

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