NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 15-Feb-2007
Day Change Summary
Previous Current
14-Feb-2007 15-Feb-2007 Change Change % Previous Week
Open 60.375 59.050 -1.325 -2.2% 60.200
High 60.425 59.500 -0.925 -1.5% 61.975
Low 58.850 57.850 -1.000 -1.7% 58.925
Close 59.250 59.160 -0.090 -0.2% 61.330
Range 1.575 1.650 0.075 4.8% 3.050
ATR 1.548 1.555 0.007 0.5% 0.000
Volume 71 56 -15 -21.1% 184
Daily Pivots for day following 15-Feb-2007
Classic Woodie Camarilla DeMark
R4 63.787 63.123 60.068
R3 62.137 61.473 59.614
R2 60.487 60.487 59.463
R1 59.823 59.823 59.311 60.155
PP 58.837 58.837 58.837 59.003
S1 58.173 58.173 59.009 58.505
S2 57.187 57.187 58.858
S3 55.537 56.523 58.706
S4 53.887 54.873 58.253
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 57.850 4.125 7.0% 1.730 2.9% 32% False True 68
10 61.975 57.850 4.125 7.0% 1.678 2.8% 32% False True 47
20 61.975 53.800 8.175 13.8% 1.554 2.6% 66% False False 33
40 66.120 53.000 13.120 22.2% 0.876 1.5% 47% False False 17
60 67.460 53.000 14.460 24.4% 0.584 1.0% 43% False False 11
80 67.460 53.000 14.460 24.4% 0.438 0.7% 43% False False 8
100 67.460 53.000 14.460 24.4% 0.351 0.6% 43% False False 6
120 76.080 53.000 23.080 39.0% 0.292 0.5% 27% False False 5
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 0.268
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.513
2.618 63.820
1.618 62.170
1.000 61.150
0.618 60.520
HIGH 59.500
0.618 58.870
0.500 58.675
0.382 58.480
LOW 57.850
0.618 56.830
1.000 56.200
1.618 55.180
2.618 53.530
4.250 50.838
Fisher Pivots for day following 15-Feb-2007
Pivot 1 day 3 day
R1 58.998 59.463
PP 58.837 59.362
S1 58.675 59.261

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

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