NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 63.550 62.100 -1.450 -2.3% 61.000
High 64.100 64.100 0.000 0.0% 63.950
Low 62.100 62.100 0.000 0.0% 59.500
Close 63.520 63.970 0.450 0.7% 63.320
Range 2.000 2.000 0.000 0.0% 4.450
ATR 1.152 1.212 0.061 5.3% 0.000
Volume 20 31 11 55.0% 66
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.390 68.680 65.070
R3 67.390 66.680 64.520
R2 65.390 65.390 64.337
R1 64.680 64.680 64.153 65.035
PP 63.390 63.390 63.390 63.568
S1 62.680 62.680 63.787 63.035
S2 61.390 61.390 63.603
S3 59.390 60.680 63.420
S4 57.390 58.680 62.870
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 64.100 61.400 2.700 4.2% 1.445 2.3% 95% True False 27
10 64.100 59.500 4.600 7.2% 1.085 1.7% 97% True False 17
20 64.100 59.500 4.600 7.2% 0.870 1.4% 97% True False 11
40 64.100 53.100 11.000 17.2% 0.805 1.3% 99% True False 7
Crabel Price Patterns
NR False
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 False
Stretch 0.103
Fibonacci Retracements and Extensions
4.250 72.600
2.618 69.336
1.618 67.336
1.000 66.100
0.618 65.336
HIGH 64.100
0.618 63.336
0.500 63.100
0.382 62.864
LOW 62.100
0.618 60.864
1.000 60.100
1.618 58.864
2.618 56.864
4.250 53.600
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 63.680 63.680
PP 63.390 63.390
S1 63.100 63.100

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

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