NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 61.450 61.225 -0.225 -0.4% 60.200
High 61.975 61.225 -0.750 -1.2% 61.975
Low 60.725 58.975 -1.750 -2.9% 58.925
Close 61.330 59.370 -1.960 -3.2% 61.330
Range 1.250 2.250 1.000 80.0% 3.050
ATR 1.436 1.501 0.066 4.6% 0.000
Volume 58 73 15 25.9% 184
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.607 65.238 60.608
R3 64.357 62.988 59.989
R2 62.107 62.107 59.783
R1 60.738 60.738 59.576 60.298
PP 59.857 59.857 59.857 59.636
S1 58.488 58.488 59.164 58.048
S2 57.607 57.607 58.958
S3 55.357 56.238 58.751
S4 53.107 53.988 58.133
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.893 68.662 63.008
R3 66.843 65.612 62.169
R2 63.793 63.793 61.889
R1 62.562 62.562 61.610 63.178
PP 60.743 60.743 60.743 61.051
S1 59.512 59.512 61.050 60.128
S2 57.693 57.693 60.771
S3 54.643 56.462 60.491
S4 51.593 53.412 59.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.975 58.925 3.050 5.1% 1.760 3.0% 15% False False 49
10 61.975 55.525 6.450 10.9% 1.698 2.9% 60% False False 29
20 61.975 53.000 8.975 15.1% 1.495 2.5% 71% False False 23
40 66.120 53.000 13.120 22.1% 0.748 1.3% 49% False False 11
60 67.460 53.000 14.460 24.4% 0.498 0.8% 44% False False 7
80 67.460 53.000 14.460 24.4% 0.374 0.6% 44% False False 5
100 68.640 53.000 15.640 26.3% 0.299 0.5% 41% False False 4
120 76.750 53.000 23.750 40.0% 0.249 0.4% 27% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.268
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 70.788
2.618 67.116
1.618 64.866
1.000 63.475
0.618 62.616
HIGH 61.225
0.618 60.366
0.500 60.100
0.382 59.835
LOW 58.975
0.618 57.585
1.000 56.725
1.618 55.335
2.618 53.085
4.250 49.413
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 60.100 60.463
PP 59.857 60.098
S1 59.613 59.734

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

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