NYMEX miNY Light Sweet Crude Oil Future September 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 69.975 69.450 -0.525 -0.8% 66.425
High 70.200 70.525 0.325 0.5% 69.500
Low 68.450 68.975 0.525 0.8% 66.425
Close 69.510 69.200 -0.310 -0.4% 69.360
Range 1.750 1.550 -0.200 -11.4% 3.075
ATR 1.005 1.044 0.039 3.9% 0.000
Volume 130 680 550 423.1% 58
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 74.217 73.258 70.053
R3 72.667 71.708 69.626
R2 71.117 71.117 69.484
R1 70.158 70.158 69.342 69.863
PP 69.567 69.567 69.567 69.419
S1 68.608 68.608 69.058 68.313
S2 68.017 68.017 68.916
S3 66.467 67.058 68.774
S4 64.917 65.508 68.348
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.653 76.582 71.051
R3 74.578 73.507 70.206
R2 71.503 71.503 69.924
R1 70.432 70.432 69.642 70.968
PP 68.428 68.428 68.428 68.696
S1 67.357 67.357 69.078 67.893
S2 65.353 65.353 68.796
S3 62.278 64.282 68.514
S4 59.203 61.207 67.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.575 68.450 2.125 3.1% 1.295 1.9% 35% False False 211
10 70.575 66.300 4.275 6.2% 1.083 1.6% 68% False False 111
20 70.575 64.550 6.025 8.7% 0.901 1.3% 77% False False 64
40 70.575 64.550 6.025 8.7% 0.521 0.8% 77% False False 33
60 70.575 64.550 6.025 8.7% 0.384 0.6% 77% False False 25
80 70.575 62.840 7.735 11.2% 0.288 0.4% 82% False False 19
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 0.183
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.113
2.618 74.583
1.618 73.033
1.000 72.075
0.618 71.483
HIGH 70.525
0.618 69.933
0.500 69.750
0.382 69.567
LOW 68.975
0.618 68.017
1.000 67.425
1.618 66.467
2.618 64.917
4.250 62.388
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 69.750 69.513
PP 69.567 69.408
S1 69.383 69.304

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

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