NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 60.500 59.600 -0.900 -1.5% 61.225
High 60.500 61.425 0.925 1.5% 61.225
Low 58.650 58.900 0.250 0.4% 57.850
Close 59.640 60.890 1.250 2.1% 60.500
Range 1.850 2.525 0.675 36.5% 3.375
ATR 1.523 1.594 0.072 4.7% 0.000
Volume 91 365 274 301.1% 351
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 67.980 66.960 62.279
R3 65.455 64.435 61.584
R2 62.930 62.930 61.353
R1 61.910 61.910 61.121 62.420
PP 60.405 60.405 60.405 60.660
S1 59.385 59.385 60.659 59.895
S2 57.880 57.880 60.427
S3 55.355 56.860 60.196
S4 52.830 54.335 59.501
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.983 68.617 62.356
R3 66.608 65.242 61.428
R2 63.233 63.233 61.119
R1 61.867 61.867 60.809 60.863
PP 59.858 59.858 59.858 59.356
S1 58.492 58.492 60.191 57.488
S2 56.483 56.483 59.881
S3 53.108 55.117 59.572
S4 49.733 51.742 58.644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.425 57.850 3.575 5.9% 1.665 2.7% 85% True False 128
10 61.975 57.850 4.125 6.8% 1.750 2.9% 74% False False 98
20 61.975 55.500 6.475 10.6% 1.613 2.6% 83% False False 60
40 65.110 53.000 12.110 19.9% 1.043 1.7% 65% False False 31
60 67.460 53.000 14.460 23.7% 0.695 1.1% 55% False False 21
80 67.460 53.000 14.460 23.7% 0.522 0.9% 55% False False 15
100 67.460 53.000 14.460 23.7% 0.417 0.7% 55% False False 12
120 74.770 53.000 21.770 35.8% 0.348 0.6% 36% False False 10
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 0.235
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 72.156
2.618 68.035
1.618 65.510
1.000 63.950
0.618 62.985
HIGH 61.425
0.618 60.460
0.500 60.163
0.382 59.865
LOW 58.900
0.618 57.340
1.000 56.375
1.618 54.815
2.618 52.290
4.250 48.169
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 60.648 60.606
PP 60.405 60.322
S1 60.163 60.038

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

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