NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 62.900 62.625 -0.275 -0.4% 64.210
High 62.900 63.100 0.200 0.3% 65.400
Low 62.625 62.625 0.000 0.0% 64.210
Close 63.130 62.440 -0.690 -1.1% 64.400
Range 0.275 0.475 0.200 72.7% 1.190
ATR 0.781 0.762 -0.020 -2.5% 0.000
Volume 1 3 2 200.0% 28
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 64.147 63.768 62.701
R3 63.672 63.293 62.571
R2 63.197 63.197 62.527
R1 62.818 62.818 62.484 62.770
PP 62.722 62.722 62.722 62.698
S1 62.343 62.343 62.396 62.295
S2 62.247 62.247 62.353
S3 61.772 61.868 62.309
S4 61.297 61.393 62.179
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% 0.335 0.5% -7% False True 6
10 65.490 62.625 2.865 4.6% 0.235 0.4% -6% False True 3
20 66.830 62.625 4.205 6.7% 0.118 0.2% -4% False True 1
40 66.830 62.110 4.720 7.6% 0.059 0.1% 7% False False 1
60 66.830 62.110 4.720 7.6% 0.043 0.1% 7% False False
80 73.420 62.110 11.310 18.1% 0.032 0.1% 3% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 65.119
2.618 64.344
1.618 63.869
1.000 63.575
0.618 63.394
HIGH 63.100
0.618 62.919
0.500 62.863
0.382 62.806
LOW 62.625
0.618 62.331
1.000 62.150
1.618 61.856
2.618 61.381
4.250 60.606
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 62.863 63.450
PP 62.722 63.113
S1 62.581 62.777

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

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