NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 62.000 62.525 0.525 0.8% 60.500
High 63.000 62.900 -0.100 -0.2% 63.000
Low 61.800 61.925 0.125 0.2% 58.650
Close 62.350 62.530 0.180 0.3% 62.350
Range 1.200 0.975 -0.225 -18.8% 4.350
ATR 1.575 1.532 -0.043 -2.7% 0.000
Volume 1,352 1,408 56 4.1% 2,547
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.377 64.928 63.066
R3 64.402 63.953 62.798
R2 63.427 63.427 62.709
R1 62.978 62.978 62.619 63.203
PP 62.452 62.452 62.452 62.564
S1 62.003 62.003 62.441 62.228
S2 61.477 61.477 62.351
S3 60.502 61.028 62.262
S4 59.527 60.053 61.994
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.383 72.717 64.743
R3 70.033 68.367 63.546
R2 65.683 65.683 63.148
R1 64.017 64.017 62.749 64.850
PP 61.333 61.333 61.333 61.750
S1 59.667 59.667 61.951 60.500
S2 56.983 56.983 61.553
S3 52.633 55.317 61.154
S4 48.283 50.967 59.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.000 58.650 4.350 7.0% 1.655 2.6% 89% False False 777
10 63.000 57.850 5.150 8.2% 1.573 2.5% 91% False False 423
20 63.000 55.525 7.475 12.0% 1.635 2.6% 94% False False 226
40 63.950 53.000 10.950 17.5% 1.141 1.8% 87% False False 117
60 67.460 53.000 14.460 23.1% 0.760 1.2% 66% False False 78
80 67.460 53.000 14.460 23.1% 0.570 0.9% 66% False False 58
100 67.460 53.000 14.460 23.1% 0.456 0.7% 66% False False 47
120 73.740 53.000 20.740 33.2% 0.380 0.6% 46% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.228
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.044
2.618 65.453
1.618 64.478
1.000 63.875
0.618 63.503
HIGH 62.900
0.618 62.528
0.500 62.413
0.382 62.297
LOW 61.925
0.618 61.322
1.000 60.950
1.618 60.347
2.618 59.372
4.250 57.781
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 62.491 62.270
PP 62.452 62.010
S1 62.413 61.750

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

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