NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 20-Sep-2006
Day Change Summary
Previous Current
19-Sep-2006 20-Sep-2006 Change Change % Previous Week
Open 66.650 65.160 -1.490 -2.2% 70.360
High 66.650 65.160 -1.490 -2.2% 70.360
Low 66.650 65.160 -1.490 -2.2% 68.340
Close 66.650 65.160 -1.490 -2.2% 68.340
Range
ATR 0.710 0.766 0.056 7.8% 0.000
Volume
Daily Pivots for day following 20-Sep-2006
Classic Woodie Camarilla DeMark
R4 65.160 65.160 65.160
R3 65.160 65.160 65.160
R2 65.160 65.160 65.160
R1 65.160 65.160 65.160 65.160
PP 65.160 65.160 65.160 65.160
S1 65.160 65.160 65.160 65.160
S2 65.160 65.160 65.160
S3 65.160 65.160 65.160
S4 65.160 65.160 65.160
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 75.073 73.727 69.451
R3 73.053 71.707 68.896
R2 71.033 71.033 68.710
R1 69.687 69.687 68.525 69.350
PP 69.013 69.013 69.013 68.845
S1 67.667 67.667 68.155 67.330
S2 66.993 66.993 67.970
S3 64.973 65.647 67.785
S4 62.953 63.627 67.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.640 65.160 3.480 5.3% 0.000 0.0% 0% False True
10 72.220 65.160 7.060 10.8% 0.000 0.0% 0% False True
20 76.080 65.160 10.920 16.8% 0.000 0.0% 0% False True
Crabel Price Patterns
NR False
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 0.000
Fibonacci Retracements and Extensions
4.250 65.160
2.618 65.160
1.618 65.160
1.000 65.160
0.618 65.160
HIGH 65.160
0.618 65.160
0.500 65.160
0.382 65.160
LOW 65.160
0.618 65.160
1.000 65.160
1.618 65.160
2.618 65.160
4.250 65.160
Fisher Pivots for day following 20-Sep-2006
Pivot 1 day 3 day
R1 65.160 66.900
PP 65.160 66.320
S1 65.160 65.740

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

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