NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 59.750 58.325 -1.425 -2.4% 56.400
High 60.300 60.550 0.250 0.4% 59.850
Low 57.825 57.950 0.125 0.2% 54.600
Close 58.350 60.430 2.080 3.6% 59.730
Range 2.475 2.600 0.125 5.1% 5.250
ATR 1.830 1.885 0.055 3.0% 0.000
Volume 1,137 1,165 28 2.5% 3,831
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 67.443 66.537 61.860
R3 64.843 63.937 61.145
R2 62.243 62.243 60.907
R1 61.337 61.337 60.668 61.790
PP 59.643 59.643 59.643 59.870
S1 58.737 58.737 60.192 59.190
S2 57.043 57.043 59.953
S3 54.443 56.137 59.715
S4 51.843 53.537 59.000
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 73.810 72.020 62.618
R3 68.560 66.770 61.174
R2 63.310 63.310 60.693
R1 61.520 61.520 60.211 62.415
PP 58.060 58.060 58.060 58.508
S1 56.270 56.270 59.249 57.165
S2 52.810 52.810 58.768
S3 47.560 51.020 58.286
S4 42.310 45.770 56.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.625 57.825 2.800 4.6% 1.990 3.3% 93% False False 1,089
10 60.625 54.600 6.025 10.0% 2.028 3.4% 97% False False 891
20 60.625 51.700 8.925 14.8% 2.101 3.5% 98% False False 615
40 65.490 51.700 13.790 22.8% 1.419 2.3% 63% False False 313
60 66.830 51.700 15.130 25.0% 0.946 1.6% 58% False False 209
80 66.830 51.700 15.130 25.0% 0.712 1.2% 58% False False 157
100 68.200 51.700 16.500 27.3% 0.570 0.9% 53% False False 125
120 76.570 51.700 24.870 41.2% 0.475 0.8% 35% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.413
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.600
2.618 67.357
1.618 64.757
1.000 63.150
0.618 62.157
HIGH 60.550
0.618 59.557
0.500 59.250
0.382 58.943
LOW 57.950
0.618 56.343
1.000 55.350
1.618 53.743
2.618 51.143
4.250 46.900
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 60.037 60.016
PP 59.643 59.602
S1 59.250 59.188

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

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