NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 54.200 54.500 0.300 0.6% 55.750
High 54.200 55.425 1.225 2.3% 55.750
Low 53.500 54.500 1.000 1.9% 53.100
Close 53.960 55.680 1.720 3.2% 55.680
Range 0.700 0.925 0.225 32.1% 2.650
ATR 1.046 1.076 0.030 2.9% 0.000
Volume 8 2 -6 -75.0% 25
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 57.977 57.753 56.189
R3 57.052 56.828 55.934
R2 56.127 56.127 55.850
R1 55.903 55.903 55.765 56.015
PP 55.202 55.202 55.202 55.258
S1 54.978 54.978 55.595 55.090
S2 54.277 54.277 55.510
S3 53.352 54.053 55.426
S4 52.427 53.128 55.171
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.793 61.887 57.138
R3 60.143 59.237 56.409
R2 57.493 57.493 56.166
R1 56.587 56.587 55.923 55.715
PP 54.843 54.843 54.843 54.408
S1 53.937 53.937 55.437 53.065
S2 52.193 52.193 55.194
S3 49.543 51.287 54.951
S4 46.893 48.637 54.223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.750 53.100 2.650 4.8% 1.135 2.0% 97% False False 7
10 60.010 53.100 6.910 12.4% 0.805 1.4% 37% False False 4
20 66.620 53.100 13.520 24.3% 0.505 0.9% 19% False False 3
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.356
2.618 57.847
1.618 56.922
1.000 56.350
0.618 55.997
HIGH 55.425
0.618 55.072
0.500 54.963
0.382 54.853
LOW 54.500
0.618 53.928
1.000 53.575
1.618 53.003
2.618 52.078
4.250 50.569
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 55.441 55.208
PP 55.202 54.735
S1 54.963 54.263

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

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