NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 12-Sep-2006
Day Change Summary
Previous Current
11-Sep-2006 12-Sep-2006 Change Change % Previous Week
Open 70.360 68.740 -1.620 -2.3% 73.360
High 70.360 68.740 -1.620 -2.3% 73.360
Low 70.360 68.740 -1.620 -2.3% 71.220
Close 70.360 68.740 -1.620 -2.3% 71.220
Range
ATR 0.658 0.726 0.069 10.5% 0.000
Volume
Daily Pivots for day following 12-Sep-2006
Classic Woodie Camarilla DeMark
R4 68.740 68.740 68.740
R3 68.740 68.740 68.740
R2 68.740 68.740 68.740
R1 68.740 68.740 68.740 68.740
PP 68.740 68.740 68.740 68.740
S1 68.740 68.740 68.740 68.740
S2 68.740 68.740 68.740
S3 68.740 68.740 68.740
S4 68.740 68.740 68.740
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 78.353 76.927 72.397
R3 76.213 74.787 71.809
R2 74.073 74.073 71.612
R1 72.647 72.647 71.416 72.290
PP 71.933 71.933 71.933 71.755
S1 70.507 70.507 71.024 70.150
S2 69.793 69.793 70.828
S3 67.653 68.367 70.632
S4 65.513 66.227 70.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.360 68.740 3.620 5.3% 0.000 0.0% 0% False True
10 74.770 68.740 6.030 8.8% 0.000 0.0% 0% False True
20 77.300 68.740 8.560 12.5% 0.000 0.0% 0% False True
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 0.000
Fibonacci Retracements and Extensions
4.250 68.740
2.618 68.740
1.618 68.740
1.000 68.740
0.618 68.740
HIGH 68.740
0.618 68.740
0.500 68.740
0.382 68.740
LOW 68.740
0.618 68.740
1.000 68.740
1.618 68.740
2.618 68.740
4.250 68.740
Fisher Pivots for day following 12-Sep-2006
Pivot 1 day 3 day
R1 68.740 69.980
PP 68.740 69.567
S1 68.740 69.153

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

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