NYMEX miNY Light Sweet Crude Oil Future October 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 70.000 70.050 0.050 0.1% 69.500
High 70.400 71.000 0.600 0.9% 71.000
Low 69.950 70.050 0.100 0.1% 68.725
Close 69.990 71.060 1.070 1.5% 71.060
Range 0.450 0.950 0.500 111.1% 2.275
ATR 0.740 0.760 0.019 2.6% 0.000
Volume 8 15 7 87.5% 44
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 73.553 73.257 71.583
R3 72.603 72.307 71.321
R2 71.653 71.653 71.234
R1 71.357 71.357 71.147 71.505
PP 70.703 70.703 70.703 70.778
S1 70.407 70.407 70.973 70.555
S2 69.753 69.753 70.886
S3 68.803 69.457 70.799
S4 67.853 68.507 70.538
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 77.087 76.348 72.311
R3 74.812 74.073 71.686
R2 72.537 72.537 71.477
R1 71.798 71.798 71.269 72.168
PP 70.262 70.262 70.262 70.446
S1 69.523 69.523 70.851 69.893
S2 67.987 67.987 70.643
S3 65.712 67.248 70.434
S4 63.437 64.973 69.809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.000 68.725 2.275 3.2% 0.785 1.1% 103% True False 8
10 71.000 68.725 2.275 3.2% 0.455 0.6% 103% True False 6
20 71.000 66.500 4.500 6.3% 0.278 0.4% 101% True False 7
40 71.000 65.920 5.080 7.1% 0.139 0.2% 101% True False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 75.038
2.618 73.487
1.618 72.537
1.000 71.950
0.618 71.587
HIGH 71.000
0.618 70.637
0.500 70.525
0.382 70.413
LOW 70.050
0.618 69.463
1.000 69.100
1.618 68.513
2.618 67.563
4.250 66.013
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 70.882 70.661
PP 70.703 70.262
S1 70.525 69.863

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

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