NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 65.350 67.000 1.650 2.5% 67.975
High 67.125 67.500 0.375 0.6% 68.000
Low 65.275 65.450 0.175 0.3% 64.075
Close 67.110 65.890 -1.220 -1.8% 65.500
Range 1.850 2.050 0.200 10.8% 3.925
ATR 1.226 1.285 0.059 4.8% 0.000
Volume 160 241 81 50.6% 540
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 72.430 71.210 67.018
R3 70.380 69.160 66.454
R2 68.330 68.330 66.266
R1 67.110 67.110 66.078 66.695
PP 66.280 66.280 66.280 66.073
S1 65.060 65.060 65.702 64.645
S2 64.230 64.230 65.514
S3 62.180 63.010 65.326
S4 60.130 60.960 64.763
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 77.633 75.492 67.659
R3 73.708 71.567 66.579
R2 69.783 69.783 66.220
R1 67.642 67.642 65.860 66.750
PP 65.858 65.858 65.858 65.413
S1 63.717 63.717 65.140 62.825
S2 61.933 61.933 64.780
S3 58.008 59.792 64.421
S4 54.083 55.867 63.341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.500 64.075 3.425 5.2% 1.580 2.4% 53% True False 164
10 68.450 64.075 4.375 6.6% 1.418 2.2% 41% False False 101
20 68.750 64.075 4.675 7.1% 1.285 2.0% 39% False False 97
40 68.750 61.700 7.050 10.7% 0.808 1.2% 59% False False 58
60 68.750 59.450 9.300 14.1% 0.539 0.8% 69% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.245
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 76.213
2.618 72.867
1.618 70.817
1.000 69.550
0.618 68.767
HIGH 67.500
0.618 66.717
0.500 66.475
0.382 66.233
LOW 65.450
0.618 64.183
1.000 63.400
1.618 62.133
2.618 60.083
4.250 56.738
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 66.475 65.856
PP 66.280 65.822
S1 66.085 65.788

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

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