NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 59.600 60.500 0.900 1.5% 55.550
High 59.900 60.500 0.600 1.0% 57.600
Low 59.600 60.500 0.900 1.5% 55.200
Close 60.140 59.370 -0.770 -1.3% 57.590
Range 0.300 0.000 -0.300 -100.0% 2.400
ATR 1.186 1.127 -0.059 -5.0% 0.000
Volume 3 2 -1 -33.3% 33
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 60.123 59.747 59.370
R3 60.123 59.747 59.370
R2 60.123 60.123 59.370
R1 59.747 59.747 59.370 59.935
PP 60.123 60.123 60.123 60.218
S1 59.747 59.747 59.370 59.935
S2 60.123 60.123 59.370
S3 60.123 59.747 59.370
S4 60.123 59.747 59.370
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 63.997 63.193 58.910
R3 61.597 60.793 58.250
R2 59.197 59.197 58.030
R1 58.393 58.393 57.810 58.795
PP 56.797 56.797 56.797 56.998
S1 55.993 55.993 57.370 56.395
S2 54.397 54.397 57.150
S3 51.997 53.593 56.930
S4 49.597 51.193 56.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.500 56.575 3.925 6.6% 0.090 0.2% 71% True False 2
10 60.500 54.500 6.000 10.1% 0.563 0.9% 81% True False 4
20 61.650 53.100 8.550 14.4% 0.638 1.1% 73% False False 4
40 67.125 53.100 14.025 23.6% 0.392 0.7% 45% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.500
2.618 60.500
1.618 60.500
1.000 60.500
0.618 60.500
HIGH 60.500
0.618 60.500
0.500 60.500
0.382 60.500
LOW 60.500
0.618 60.500
1.000 60.500
1.618 60.500
2.618 60.500
4.250 60.500
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 60.500 59.525
PP 60.123 59.473
S1 59.747 59.422

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

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