NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 57.480 56.625 -0.855 -1.5% 64.540
High 57.480 56.875 -0.605 -1.1% 64.540
Low 57.480 55.550 -1.930 -3.4% 58.500
Close 57.480 54.860 -2.620 -4.6% 59.910
Range 0.000 1.325 1.325 6.040
ATR 0.802 0.882 0.081 10.1% 0.000
Volume 2 2 0 0.0% 15
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 59.737 58.623 55.589
R3 58.412 57.298 55.224
R2 57.087 57.087 55.103
R1 55.973 55.973 54.981 55.868
PP 55.762 55.762 55.762 55.709
S1 54.648 54.648 54.739 54.543
S2 54.437 54.437 54.617
S3 53.112 53.323 54.496
S4 51.787 51.998 54.131
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 79.103 75.547 63.232
R3 73.063 69.507 61.571
R2 67.023 67.023 61.017
R1 63.467 63.467 60.464 62.225
PP 60.983 60.983 60.983 60.363
S1 57.427 57.427 59.356 56.185
S2 54.943 54.943 58.803
S3 48.903 51.387 58.249
S4 42.863 45.347 56.588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.010 55.550 4.460 8.1% 0.475 0.9% -15% False True 1
10 64.540 55.550 8.990 16.4% 0.443 0.8% -8% False True 3
20 66.620 55.550 11.070 20.2% 0.221 0.4% -6% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.506
2.618 60.344
1.618 59.019
1.000 58.200
0.618 57.694
HIGH 56.875
0.618 56.369
0.500 56.213
0.382 56.056
LOW 55.550
0.618 54.731
1.000 54.225
1.618 53.406
2.618 52.081
4.250 49.919
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 56.213 56.775
PP 55.762 56.137
S1 55.311 55.498

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

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