NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 62.625 62.500 -0.125 -0.2% 64.210
High 63.100 62.500 -0.600 -1.0% 65.400
Low 62.625 62.500 -0.125 -0.2% 64.210
Close 62.440 62.630 0.190 0.3% 64.400
Range 0.475 0.000 -0.475 -100.0% 1.190
ATR 0.762 0.711 -0.050 -6.6% 0.000
Volume 3 2 -1 -33.3% 28
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 62.543 62.587 62.630
R3 62.543 62.587 62.630
R2 62.543 62.543 62.630
R1 62.587 62.587 62.630 62.565
PP 62.543 62.543 62.543 62.533
S1 62.587 62.587 62.630 62.565
S2 62.543 62.543 62.630
S3 62.543 62.587 62.630
S4 62.543 62.587 62.630
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 65.100 62.500 2.600 4.2% 0.280 0.4% 5% False True 5
10 65.490 62.500 2.990 4.8% 0.235 0.4% 4% False True 3
20 66.830 62.500 4.330 6.9% 0.118 0.2% 3% False True 1
40 66.830 62.110 4.720 7.5% 0.059 0.1% 11% False False 1
60 66.830 62.110 4.720 7.5% 0.043 0.1% 11% False False
80 73.000 62.110 10.890 17.4% 0.032 0.1% 5% False False
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.500
2.618 62.500
1.618 62.500
1.000 62.500
0.618 62.500
HIGH 62.500
0.618 62.500
0.500 62.500
0.382 62.500
LOW 62.500
0.618 62.500
1.000 62.500
1.618 62.500
2.618 62.500
4.250 62.500
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 62.587 62.800
PP 62.543 62.743
S1 62.500 62.687

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

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