NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 65.900 66.025 0.125 0.2% 67.300
High 66.525 66.050 -0.475 -0.7% 68.150
Low 65.650 64.300 -1.350 -2.1% 65.350
Close 66.520 64.380 -2.140 -3.2% 66.520
Range 0.875 1.750 0.875 100.0% 2.800
ATR 1.070 1.152 0.082 7.7% 0.000
Volume 609 156 -453 -74.4% 2,107
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 70.160 69.020 65.343
R3 68.410 67.270 64.861
R2 66.660 66.660 64.701
R1 65.520 65.520 64.540 65.215
PP 64.910 64.910 64.910 64.758
S1 63.770 63.770 64.220 63.465
S2 63.160 63.160 64.059
S3 61.410 62.020 63.899
S4 59.660 60.270 63.418
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 75.073 73.597 68.060
R3 72.273 70.797 67.290
R2 69.473 69.473 67.033
R1 67.997 67.997 66.777 67.335
PP 66.673 66.673 66.673 66.343
S1 65.197 65.197 66.263 64.535
S2 63.873 63.873 66.007
S3 61.073 62.397 65.750
S4 58.273 59.597 64.980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.000 64.300 3.700 5.7% 1.375 2.1% 2% False True 447
10 68.150 64.300 3.850 6.0% 1.313 2.0% 2% False True 236
20 68.550 63.700 4.850 7.5% 1.051 1.6% 14% False False 123
40 69.000 63.700 5.300 8.2% 0.710 1.1% 13% False False 65
60 69.275 61.900 7.375 11.5% 0.589 0.9% 34% False False 45
80 69.275 60.550 8.725 13.6% 0.442 0.7% 44% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.188
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.488
2.618 70.632
1.618 68.882
1.000 67.800
0.618 67.132
HIGH 66.050
0.618 65.382
0.500 65.175
0.382 64.969
LOW 64.300
0.618 63.219
1.000 62.550
1.618 61.469
2.618 59.719
4.250 56.863
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 65.175 65.725
PP 64.910 65.277
S1 64.645 64.828

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

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