NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 61.475 63.000 1.525 2.5% 61.000
High 62.875 63.950 1.075 1.7% 63.950
Low 61.400 62.825 1.425 2.3% 59.500
Close 62.840 63.320 0.480 0.8% 63.320
Range 1.475 1.125 -0.350 -23.7% 4.450
ATR 1.122 1.122 0.000 0.0% 0.000
Volume 10 23 13 130.0% 66
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.740 66.155 63.939
R3 65.615 65.030 63.629
R2 64.490 64.490 63.526
R1 63.905 63.905 63.423 64.198
PP 63.365 63.365 63.365 63.511
S1 62.780 62.780 63.217 63.073
S2 62.240 62.240 63.114
S3 61.115 61.655 63.011
S4 59.990 60.530 62.701
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 75.607 73.913 65.768
R3 71.157 69.463 64.544
R2 66.707 66.707 64.136
R1 65.013 65.013 63.728 65.860
PP 62.257 62.257 62.257 62.680
S1 60.563 60.563 62.912 61.410
S2 57.807 57.807 62.504
S3 53.357 56.113 62.096
S4 48.907 51.663 60.873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.950 59.500 4.450 7.0% 1.245 2.0% 86% True False 13
10 63.950 59.500 4.450 7.0% 0.945 1.5% 86% True False 9
20 63.950 56.575 7.375 11.6% 0.661 1.0% 91% True False 6
40 64.540 53.100 11.440 18.1% 0.689 1.1% 89% False False 5
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.731
2.618 66.895
1.618 65.770
1.000 65.075
0.618 64.645
HIGH 63.950
0.618 63.520
0.500 63.388
0.382 63.255
LOW 62.825
0.618 62.130
1.000 61.700
1.618 61.005
2.618 59.880
4.250 58.044
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 63.388 62.859
PP 63.365 62.398
S1 63.343 61.938

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

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