NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 60.525 60.375 -0.150 -0.2% 60.000
High 61.350 60.375 -0.975 -1.6% 61.350
Low 60.050 58.150 -1.900 -3.2% 57.825
Close 60.630 58.630 -2.000 -3.3% 60.630
Range 1.300 2.225 0.925 71.2% 3.525
ATR 1.843 1.889 0.045 2.5% 0.000
Volume 1,218 1,829 611 50.2% 5,648
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.727 64.403 59.854
R3 63.502 62.178 59.242
R2 61.277 61.277 59.038
R1 59.953 59.953 58.834 59.503
PP 59.052 59.052 59.052 58.826
S1 57.728 57.728 58.426 57.278
S2 56.827 56.827 58.222
S3 54.602 55.503 58.018
S4 52.377 53.278 57.406
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 70.510 69.095 62.569
R3 66.985 65.570 61.599
R2 63.460 63.460 61.276
R1 62.045 62.045 60.953 62.753
PP 59.935 59.935 59.935 60.289
S1 58.520 58.520 60.307 59.228
S2 56.410 56.410 59.984
S3 52.885 54.995 59.661
S4 49.360 51.470 58.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.350 57.825 3.525 6.0% 2.010 3.4% 23% False False 1,313
10 61.350 54.750 6.600 11.3% 2.055 3.5% 59% False False 1,055
20 61.350 51.700 9.650 16.5% 2.064 3.5% 72% False False 764
40 65.490 51.700 13.790 23.5% 1.508 2.6% 50% False False 390
60 66.830 51.700 15.130 25.8% 1.005 1.7% 46% False False 260
80 66.830 51.700 15.130 25.8% 0.756 1.3% 46% False False 195
100 67.000 51.700 15.300 26.1% 0.605 1.0% 45% False False 156
120 76.570 51.700 24.870 42.4% 0.504 0.9% 28% False False 130
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 0.430
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.831
2.618 66.200
1.618 63.975
1.000 62.600
0.618 61.750
HIGH 60.375
0.618 59.525
0.500 59.263
0.382 59.000
LOW 58.150
0.618 56.775
1.000 55.925
1.618 54.550
2.618 52.325
4.250 48.694
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 59.263 59.650
PP 59.052 59.310
S1 58.841 58.970

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

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