NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 66.725 64.725 -2.000 -3.0% 64.875
High 66.850 66.050 -0.800 -1.2% 67.425
Low 64.525 64.550 0.025 0.0% 64.525
Close 64.760 65.970 1.210 1.9% 64.760
Range 2.325 1.500 -0.825 -35.5% 2.900
ATR 1.530 1.528 -0.002 -0.1% 0.000
Volume 15,317 15,141 -176 -1.1% 65,199
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 70.023 69.497 66.795
R3 68.523 67.997 66.383
R2 67.023 67.023 66.245
R1 66.497 66.497 66.108 66.760
PP 65.523 65.523 65.523 65.655
S1 64.997 64.997 65.833 65.260
S2 64.023 64.023 65.695
S3 62.523 63.497 65.558
S4 61.023 61.997 65.145
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.270 72.415 66.355
R3 71.370 69.515 65.558
R2 68.470 68.470 65.292
R1 66.615 66.615 65.026 66.093
PP 65.570 65.570 65.570 65.309
S1 63.715 63.715 64.494 63.193
S2 62.670 62.670 64.228
S3 59.770 60.815 63.963
S4 56.870 57.915 63.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.425 64.525 2.900 4.4% 1.500 2.3% 50% False False 13,354
10 67.425 62.450 4.975 7.5% 1.635 2.5% 71% False False 13,639
20 67.425 62.450 4.975 7.5% 1.546 2.3% 71% False False 10,520
40 68.075 62.400 5.675 8.6% 1.510 2.3% 63% False False 5,528
60 68.750 61.700 7.050 10.7% 1.303 2.0% 61% False False 3,708
80 68.750 60.250 8.500 12.9% 1.019 1.5% 67% False False 2,781
100 68.750 55.650 13.100 19.9% 0.815 1.2% 79% False False 2,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.308
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.425
2.618 69.977
1.618 68.477
1.000 67.550
0.618 66.977
HIGH 66.050
0.618 65.477
0.500 65.300
0.382 65.123
LOW 64.550
0.618 63.623
1.000 63.050
1.618 62.123
2.618 60.623
4.250 58.175
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 65.747 65.975
PP 65.523 65.973
S1 65.300 65.972

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

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