NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 69.450 69.150 -0.300 -0.4% 69.375
High 70.525 70.075 -0.450 -0.6% 70.575
Low 68.975 68.750 -0.225 -0.3% 68.450
Close 69.200 69.800 0.600 0.9% 69.800
Range 1.550 1.325 -0.225 -14.5% 2.125
ATR 1.044 1.064 0.020 1.9% 0.000
Volume 680 391 -289 -42.5% 1,437
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.517 72.983 70.529
R3 72.192 71.658 70.164
R2 70.867 70.867 70.043
R1 70.333 70.333 69.921 70.600
PP 69.542 69.542 69.542 69.675
S1 69.008 69.008 69.679 69.275
S2 68.217 68.217 69.557
S3 66.892 67.683 69.436
S4 65.567 66.358 69.071
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 75.983 75.017 70.969
R3 73.858 72.892 70.384
R2 71.733 71.733 70.190
R1 70.767 70.767 69.995 71.250
PP 69.608 69.608 69.608 69.850
S1 68.642 68.642 69.605 69.125
S2 67.483 67.483 69.410
S3 65.358 66.517 69.216
S4 63.233 64.392 68.631
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 3.0% 1.395 2.0% 64% False False 287
10 70.575 66.425 4.150 5.9% 1.093 1.6% 81% False False 149
20 70.575 64.550 6.025 8.6% 0.895 1.3% 87% False False 83
40 70.575 64.550 6.025 8.6% 0.554 0.8% 87% False False 43
60 70.575 64.550 6.025 8.6% 0.406 0.6% 87% False False 31
80 70.575 62.840 7.735 11.1% 0.305 0.4% 90% False False 24
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 0.218
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.706
2.618 73.544
1.618 72.219
1.000 71.400
0.618 70.894
HIGH 70.075
0.618 69.569
0.500 69.413
0.382 69.256
LOW 68.750
0.618 67.931
1.000 67.425
1.618 66.606
2.618 65.281
4.250 63.119
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 69.671 69.696
PP 69.542 69.592
S1 69.413 69.488

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

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