NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 64.400 63.075 -1.325 -2.1% 66.100
High 64.825 64.250 -0.575 -0.9% 66.750
Low 63.050 62.625 -0.425 -0.7% 62.625
Close 63.320 64.110 0.790 1.2% 64.110
Range 1.775 1.625 -0.150 -8.5% 4.125
ATR 1.505 1.513 0.009 0.6% 0.000
Volume 11,763 16,340 4,577 38.9% 35,227
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.537 67.948 65.004
R3 66.912 66.323 64.557
R2 65.287 65.287 64.408
R1 64.698 64.698 64.259 64.993
PP 63.662 63.662 63.662 63.809
S1 63.073 63.073 63.961 63.368
S2 62.037 62.037 63.812
S3 60.412 61.448 63.663
S4 58.787 59.823 63.216
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 76.870 74.615 66.379
R3 72.745 70.490 65.244
R2 68.620 68.620 64.866
R1 66.365 66.365 64.488 65.430
PP 64.495 64.495 64.495 64.028
S1 62.240 62.240 63.732 61.305
S2 60.370 60.370 63.354
S3 56.245 58.115 62.976
S4 52.120 53.990 61.841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.050 62.625 4.425 6.9% 1.630 2.5% 34% False True 7,426
10 67.050 62.625 4.425 6.9% 1.510 2.4% 34% False True 4,476
20 68.200 61.425 6.775 10.6% 1.595 2.5% 40% False False 2,676
40 68.200 60.250 7.950 12.4% 1.398 2.2% 49% False False 1,378
60 68.200 56.575 11.625 18.1% 1.115 1.7% 65% False False 920
80 68.200 53.100 15.100 23.6% 1.011 1.6% 73% False False 691
Crabel Price Patterns
NR True
NR4 True
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 0.390
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.156
2.618 68.504
1.618 66.879
1.000 65.875
0.618 65.254
HIGH 64.250
0.618 63.629
0.500 63.438
0.382 63.246
LOW 62.625
0.618 61.621
1.000 61.000
1.618 59.996
2.618 58.371
4.250 55.719
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 63.886 64.563
PP 63.662 64.412
S1 63.438 64.261

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

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