NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 63.000 63.500 0.500 0.8% 61.000
High 63.950 63.725 -0.225 -0.4% 63.950
Low 62.825 63.100 0.275 0.4% 59.500
Close 63.320 63.450 0.130 0.2% 63.320
Range 1.125 0.625 -0.500 -44.4% 4.450
ATR 1.122 1.086 -0.035 -3.2% 0.000
Volume 23 53 30 130.4% 66
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.300 65.000 63.794
R3 64.675 64.375 63.622
R2 64.050 64.050 63.565
R1 63.750 63.750 63.507 63.588
PP 63.425 63.425 63.425 63.344
S1 63.125 63.125 63.393 62.963
S2 62.800 62.800 63.335
S3 62.175 62.500 63.278
S4 61.550 61.875 63.106
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% 1.360 2.1% 89% False False 23
10 63.950 59.500 4.450 7.0% 0.843 1.3% 89% False False 13
20 63.950 58.550 5.400 8.5% 0.693 1.1% 91% False False 8
40 64.540 53.100 11.440 18.0% 0.705 1.1% 90% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.381
2.618 65.361
1.618 64.736
1.000 64.350
0.618 64.111
HIGH 63.725
0.618 63.486
0.500 63.413
0.382 63.339
LOW 63.100
0.618 62.714
1.000 62.475
1.618 62.089
2.618 61.464
4.250 60.444
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 63.438 63.192
PP 63.425 62.933
S1 63.413 62.675

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

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