NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 15-Feb-2007
Day Change Summary
Previous Current
14-Feb-2007 15-Feb-2007 Change Change % Previous Week
Open 59.600 58.750 -0.850 -1.4% 60.000
High 59.825 59.000 -0.825 -1.4% 61.350
Low 58.100 57.125 -0.975 -1.7% 57.825
Close 58.570 58.450 -0.120 -0.2% 60.630
Range 1.725 1.875 0.150 8.7% 3.525
ATR 1.904 1.902 -0.002 -0.1% 0.000
Volume 4,044 3,927 -117 -2.9% 5,648
Daily Pivots for day following 15-Feb-2007
Classic Woodie Camarilla DeMark
R4 63.817 63.008 59.481
R3 61.942 61.133 58.966
R2 60.067 60.067 58.794
R1 59.258 59.258 58.622 58.725
PP 58.192 58.192 58.192 57.925
S1 57.383 57.383 58.278 56.850
S2 56.317 56.317 58.106
S3 54.442 55.508 57.934
S4 52.567 53.633 57.419
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 57.125 4.225 7.2% 1.880 3.2% 31% False True 2,780
10 61.350 57.125 4.225 7.2% 1.935 3.3% 31% False True 1,935
20 61.350 52.550 8.800 15.1% 1.999 3.4% 67% False False 1,292
40 65.400 51.700 13.700 23.4% 1.654 2.8% 49% False False 661
60 66.830 51.700 15.130 25.9% 1.103 1.9% 45% False False 440
80 66.830 51.700 15.130 25.9% 0.830 1.4% 45% False False 330
100 67.000 51.700 15.300 26.2% 0.664 1.1% 44% False False 264
120 75.860 51.700 24.160 41.3% 0.553 0.9% 28% False False 220
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 0.355
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.969
2.618 63.909
1.618 62.034
1.000 60.875
0.618 60.159
HIGH 59.000
0.618 58.284
0.500 58.063
0.382 57.841
LOW 57.125
0.618 55.966
1.000 55.250
1.618 54.091
2.618 52.216
4.250 49.156
Fisher Pivots for day following 15-Feb-2007
Pivot 1 day 3 day
R1 58.321 58.725
PP 58.192 58.633
S1 58.063 58.542

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

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