NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 61.400 60.175 -1.225 -2.0% 59.550
High 62.250 62.025 -0.225 -0.4% 61.800
Low 60.050 59.825 -0.225 -0.4% 57.775
Close 61.460 61.725 0.265 0.4% 61.140
Range 2.200 2.200 0.000 0.0% 4.025
ATR 1.852 1.877 0.025 1.3% 0.000
Volume 23,271 38,620 15,349 66.0% 91,578
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 67.792 66.958 62.935
R3 65.592 64.758 62.330
R2 63.392 63.392 62.128
R1 62.558 62.558 61.927 62.975
PP 61.192 61.192 61.192 61.400
S1 60.358 60.358 61.523 60.775
S2 58.992 58.992 61.322
S3 56.792 58.158 61.120
S4 54.592 55.958 60.515
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 72.313 70.752 63.354
R3 68.288 66.727 62.247
R2 64.263 64.263 61.878
R1 62.702 62.702 61.509 63.483
PP 60.238 60.238 60.238 60.629
S1 58.677 58.677 60.771 59.458
S2 56.213 56.213 60.402
S3 52.188 54.652 60.033
S4 48.163 50.627 58.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.250 59.600 2.650 4.3% 1.670 2.7% 80% False False 29,719
10 62.250 57.125 5.125 8.3% 1.840 3.0% 90% False False 19,769
20 62.250 56.525 5.725 9.3% 1.913 3.1% 91% False False 10,534
40 63.650 51.700 11.950 19.4% 1.943 3.1% 84% False False 5,403
60 66.830 51.700 15.130 24.5% 1.350 2.2% 66% False False 3,602
80 66.830 51.700 15.130 24.5% 1.012 1.6% 66% False False 2,702
100 66.830 51.700 15.130 24.5% 0.812 1.3% 66% False False 2,161
120 71.990 51.700 20.290 32.9% 0.676 1.1% 49% False False 1,801
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.413
Fibonacci Retracements and Extensions
4.250 71.375
2.618 67.785
1.618 65.585
1.000 64.225
0.618 63.385
HIGH 62.025
0.618 61.185
0.500 60.925
0.382 60.665
LOW 59.825
0.618 58.465
1.000 57.625
1.618 56.265
2.618 54.065
4.250 50.475
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 61.458 61.496
PP 61.192 61.267
S1 60.925 61.038

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

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