NYMEX miNY Light Sweet Crude Oil Future October 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 68.725 70.000 1.275 1.9% 70.800
High 69.125 70.400 1.275 1.8% 71.000
Low 68.725 69.950 1.225 1.8% 70.250
Close 69.540 69.990 0.450 0.6% 70.350
Range 0.400 0.450 0.050 12.5% 0.750
ATR 0.731 0.740 0.009 1.3% 0.000
Volume 16 8 -8 -50.0% 24
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 71.463 71.177 70.238
R3 71.013 70.727 70.114
R2 70.563 70.563 70.073
R1 70.277 70.277 70.031 70.195
PP 70.113 70.113 70.113 70.073
S1 69.827 69.827 69.949 69.745
S2 69.663 69.663 69.908
S3 69.213 69.377 69.866
S4 68.763 68.927 69.743
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.783 72.317 70.763
R3 72.033 71.567 70.556
R2 71.283 71.283 70.488
R1 70.817 70.817 70.419 70.675
PP 70.533 70.533 70.533 70.463
S1 70.067 70.067 70.281 69.925
S2 69.783 69.783 70.213
S3 69.033 69.317 70.144
S4 68.283 68.567 69.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.400 68.725 1.675 2.4% 0.595 0.9% 76% True False 6
10 71.000 68.725 2.275 3.3% 0.360 0.5% 56% False False 5
20 71.000 66.500 4.500 6.4% 0.230 0.3% 78% False False 10
40 71.000 65.920 5.080 7.3% 0.115 0.2% 80% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.313
2.618 71.578
1.618 71.128
1.000 70.850
0.618 70.678
HIGH 70.400
0.618 70.228
0.500 70.175
0.382 70.122
LOW 69.950
0.618 69.672
1.000 69.500
1.618 69.222
2.618 68.772
4.250 68.038
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 70.175 69.848
PP 70.113 69.705
S1 70.052 69.563

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

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