NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 55.680 55.750 0.070 0.1% 60.010
High 55.680 55.750 0.070 0.1% 60.010
Low 55.680 53.100 -2.580 -4.6% 55.550
Close 55.680 53.690 -1.990 -3.6% 55.680
Range 0.000 2.650 2.650 4.460
ATR 0.878 1.004 0.127 14.4% 0.000
Volume 10 10 0 0.0% 18
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.130 60.560 55.148
R3 59.480 57.910 54.419
R2 56.830 56.830 54.176
R1 55.260 55.260 53.933 54.720
PP 54.180 54.180 54.180 53.910
S1 52.610 52.610 53.447 52.070
S2 51.530 51.530 53.204
S3 48.880 49.960 52.961
S4 46.230 47.310 52.233
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 70.460 67.530 58.133
R3 66.000 63.070 56.907
R2 61.540 61.540 56.498
R1 58.610 58.610 56.089 57.845
PP 57.080 57.080 57.080 56.698
S1 54.150 54.150 55.271 53.385
S2 52.620 52.620 54.862
S3 48.160 49.690 54.454
S4 43.700 45.230 53.227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.000 53.100 4.900 9.1% 0.945 1.8% 12% False True 5
10 64.540 53.100 11.440 21.3% 0.708 1.3% 5% False True 4
20 66.620 53.100 13.520 25.2% 0.354 0.7% 4% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 67.013
2.618 62.688
1.618 60.038
1.000 58.400
0.618 57.388
HIGH 55.750
0.618 54.738
0.500 54.425
0.382 54.112
LOW 53.100
0.618 51.462
1.000 50.450
1.618 48.812
2.618 46.162
4.250 41.838
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 54.425 54.988
PP 54.180 54.555
S1 53.935 54.123

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

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