NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 69.425 68.700 -0.725 -1.0% 65.500
High 69.600 69.875 0.275 0.4% 68.875
Low 67.650 68.275 0.625 0.9% 65.225
Close 68.860 68.650 -0.210 -0.3% 68.540
Range 1.950 1.600 -0.350 -17.9% 3.650
ATR 1.374 1.391 0.016 1.2% 0.000
Volume 12,012 20,811 8,799 73.3% 7,337
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.733 72.792 69.530
R3 72.133 71.192 69.090
R2 70.533 70.533 68.943
R1 69.592 69.592 68.797 69.263
PP 68.933 68.933 68.933 68.769
S1 67.992 67.992 68.503 67.663
S2 67.333 67.333 68.357
S3 65.733 66.392 68.210
S4 64.133 64.792 67.770
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 67.650 2.300 3.4% 1.495 2.2% 43% False False 9,005
10 69.950 65.225 4.725 6.9% 1.570 2.3% 72% False False 5,131
20 69.950 63.500 6.450 9.4% 1.438 2.1% 80% False False 2,864
40 69.950 63.500 6.450 9.4% 1.191 1.7% 80% False False 1,459
60 69.950 63.500 6.450 9.4% 0.911 1.3% 80% False False 976
80 69.950 61.900 8.050 11.7% 0.746 1.1% 84% False False 733
100 69.950 60.410 9.540 13.9% 0.597 0.9% 86% False False 586
Crabel Price Patterns
NR True
NR4 False
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 0.318
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.675
2.618 74.064
1.618 72.464
1.000 71.475
0.618 70.864
HIGH 69.875
0.618 69.264
0.500 69.075
0.382 68.886
LOW 68.275
0.618 67.286
1.000 66.675
1.618 65.686
2.618 64.086
4.250 61.475
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 69.075 68.800
PP 68.933 68.750
S1 68.792 68.700

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

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