NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 67.875 69.000 1.125 1.7% 68.600
High 69.350 70.525 1.175 1.7% 69.950
Low 67.075 68.925 1.850 2.8% 67.650
Close 68.970 69.570 0.600 0.9% 69.140
Range 2.275 1.600 -0.675 -29.7% 2.300
ATR 1.494 1.501 0.008 0.5% 0.000
Volume 14,367 22,370 8,003 55.7% 60,204
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.473 73.622 70.450
R3 72.873 72.022 70.010
R2 71.273 71.273 69.863
R1 70.422 70.422 69.717 70.848
PP 69.673 69.673 69.673 69.886
S1 68.822 68.822 69.423 69.248
S2 68.073 68.073 69.277
S3 66.473 67.222 69.130
S4 64.873 65.622 68.690
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.813 74.777 70.405
R3 73.513 72.477 69.773
R2 71.213 71.213 69.562
R1 70.177 70.177 69.351 70.695
PP 68.913 68.913 68.913 69.173
S1 67.877 67.877 68.929 68.395
S2 66.613 66.613 68.718
S3 64.313 65.577 68.508
S4 62.013 63.277 67.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.525 67.075 3.450 5.0% 1.735 2.5% 72% True False 17,148
10 70.525 67.075 3.450 5.0% 1.615 2.3% 72% True False 13,077
20 70.525 64.750 5.775 8.3% 1.543 2.2% 83% True False 7,026
40 70.525 63.500 7.025 10.1% 1.282 1.8% 86% True False 3,602
60 70.525 63.500 7.025 10.1% 1.018 1.5% 86% True False 2,403
80 70.525 61.900 8.625 12.4% 0.854 1.2% 89% True False 1,804
100 70.525 60.550 9.975 14.3% 0.684 1.0% 90% True False 1,444
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 0.425
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.325
2.618 74.714
1.618 73.114
1.000 72.125
0.618 71.514
HIGH 70.525
0.618 69.914
0.500 69.725
0.382 69.536
LOW 68.925
0.618 67.936
1.000 67.325
1.618 66.336
2.618 64.736
4.250 62.125
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 69.725 69.313
PP 69.673 69.057
S1 69.622 68.800

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

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