NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 03-Jan-2007 Change Change % Previous Week
Open 63.950 61.050 -2.900 -4.5% 63.860
High 63.950 61.050 -2.900 -4.5% 63.950
Low 63.950 61.050 -2.900 -4.5% 63.130
Close 63.950 61.050 -2.900 -4.5% 63.950
Range
ATR 0.677 0.836 0.159 23.4% 0.000
Volume
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 61.050 61.050 61.050
R3 61.050 61.050 61.050
R2 61.050 61.050 61.050
R1 61.050 61.050 61.050 61.050
PP 61.050 61.050 61.050 61.050
S1 61.050 61.050 61.050 61.050
S2 61.050 61.050 61.050
S3 61.050 61.050 61.050
S4 61.050 61.050 61.050
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 66.137 65.863 64.401
R3 65.317 65.043 64.176
R2 64.497 64.497 64.100
R1 64.223 64.223 64.025 64.360
PP 63.677 63.677 63.677 63.745
S1 63.403 63.403 63.875 63.540
S2 62.857 62.857 63.800
S3 62.037 62.583 63.725
S4 61.217 61.763 63.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.950 61.050 2.900 4.8% 0.000 0.0% 0% False True
10 66.120 61.050 5.070 8.3% 0.000 0.0% 0% False True
20 66.650 61.050 5.600 9.2% 0.000 0.0% 0% False True
40 67.460 61.050 6.410 10.5% 0.000 0.0% 0% False True
60 67.460 61.050 6.410 10.5% 0.000 0.0% 0% False True
80 72.220 61.050 11.170 18.3% 0.000 0.0% 0% False True
100 79.630 61.050 18.580 30.4% 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 61.050
2.618 61.050
1.618 61.050
1.000 61.050
0.618 61.050
HIGH 61.050
0.618 61.050
0.500 61.050
0.382 61.050
LOW 61.050
0.618 61.050
1.000 61.050
1.618 61.050
2.618 61.050
4.250 61.050
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 61.050 62.500
PP 61.050 62.017
S1 61.050 61.533

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

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