NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary
Previous Current
19-Jun-2007 20-Jun-2007 Change Change % Previous Week
Open 69.425 69.425 0.000 0.0% 65.500
High 69.950 69.600 -0.350 -0.5% 68.875
Low 68.900 67.650 -1.250 -1.8% 65.225
Close 69.540 68.860 -0.680 -1.0% 68.540
Range 1.050 1.950 0.900 85.7% 3.650
ATR 1.330 1.374 0.044 3.3% 0.000
Volume 7,316 12,012 4,696 64.2% 7,337
Daily Pivots for day following 20-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.553 73.657 69.933
R3 72.603 71.707 69.396
R2 70.653 70.653 69.218
R1 69.757 69.757 69.039 69.230
PP 68.703 68.703 68.703 68.440
S1 67.807 67.807 68.681 67.280
S2 66.753 66.753 68.503
S3 64.803 65.857 68.324
S4 62.853 63.907 67.788
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 78.497 77.168 70.548
R3 74.847 73.518 69.544
R2 71.197 71.197 69.209
R1 69.868 69.868 68.875 70.533
PP 67.547 67.547 67.547 67.879
S1 66.218 66.218 68.205 66.883
S2 63.897 63.897 67.871
S3 60.247 62.568 67.536
S4 56.597 58.918 66.533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.950 66.675 3.275 4.8% 1.520 2.2% 67% False False 5,179
10 69.950 65.225 4.725 6.9% 1.553 2.3% 77% False False 3,153
20 69.950 63.500 6.450 9.4% 1.408 2.0% 83% False False 1,843
40 69.950 63.500 6.450 9.4% 1.152 1.7% 83% False False 939
60 69.950 63.500 6.450 9.4% 0.885 1.3% 83% False False 629
80 69.950 61.900 8.050 11.7% 0.726 1.1% 86% False False 473
100 69.950 59.940 10.010 14.5% 0.581 0.8% 89% False False 378
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 0.278
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.888
2.618 74.705
1.618 72.755
1.000 71.550
0.618 70.805
HIGH 69.600
0.618 68.855
0.500 68.625
0.382 68.395
LOW 67.650
0.618 66.445
1.000 65.700
1.618 64.495
2.618 62.545
4.250 59.363
Fisher Pivots for day following 20-Jun-2007
Pivot 1 day 3 day
R1 68.782 68.840
PP 68.703 68.820
S1 68.625 68.800

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

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