NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary
Previous Current
22-Dec-2006 26-Dec-2006 Change Change % Previous Week
Open 64.275 62.900 -1.375 -2.1% 64.210
High 64.275 62.900 -1.375 -2.1% 65.400
Low 64.275 62.625 -1.650 -2.6% 64.210
Close 64.400 63.130 -1.270 -2.0% 64.400
Range 0.000 0.275 0.275 1.190
ATR 0.705 0.781 0.076 10.8% 0.000
Volume 7 1 -6 -85.7% 28
Daily Pivots for day following 26-Dec-2006
Classic Woodie Camarilla DeMark
R4 63.710 63.695 63.281
R3 63.435 63.420 63.206
R2 63.160 63.160 63.180
R1 63.145 63.145 63.155 63.153
PP 62.885 62.885 62.885 62.889
S1 62.870 62.870 63.105 62.878
S2 62.610 62.610 63.080
S3 62.335 62.595 63.054
S4 62.060 62.320 62.979
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 68.240 67.510 65.055
R3 67.050 66.320 64.727
R2 65.860 65.860 64.618
R1 65.130 65.130 64.509 65.495
PP 64.670 64.670 64.670 64.853
S1 63.940 63.940 64.291 64.305
S2 63.480 63.480 64.182
S3 62.290 62.750 64.073
S4 61.100 61.560 63.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.400 62.625 2.775 4.4% 0.375 0.6% 18% False True 5
10 65.490 62.625 2.865 4.5% 0.188 0.3% 18% False True 2
20 66.830 62.625 4.205 6.7% 0.094 0.1% 12% False True 1
40 66.830 62.110 4.720 7.5% 0.052 0.1% 22% False False
60 67.000 62.110 4.890 7.7% 0.035 0.1% 21% False False
80 74.460 62.110 12.350 19.6% 0.026 0.0% 8% False False
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 0.005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.069
2.618 63.620
1.618 63.345
1.000 63.175
0.618 63.070
HIGH 62.900
0.618 62.795
0.500 62.763
0.382 62.730
LOW 62.625
0.618 62.455
1.000 62.350
1.618 62.180
2.618 61.905
4.250 61.456
Fisher Pivots for day following 26-Dec-2006
Pivot 1 day 3 day
R1 63.008 63.863
PP 62.885 63.618
S1 62.763 63.374

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

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