NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 05-Dec-2006
Day Change Summary
Previous Current
04-Dec-2006 05-Dec-2006 Change Change % Previous Week
Open 66.650 66.440 -0.210 -0.3% 64.330
High 66.650 66.440 -0.210 -0.3% 67.460
Low 66.650 66.440 -0.210 -0.3% 64.330
Close 66.650 66.440 -0.210 -0.3% 67.460
Range
ATR 0.825 0.781 -0.044 -5.3% 0.000
Volume
Daily Pivots for day following 05-Dec-2006
Classic Woodie Camarilla DeMark
R4 66.440 66.440 66.440
R3 66.440 66.440 66.440
R2 66.440 66.440 66.440
R1 66.440 66.440 66.440 66.440
PP 66.440 66.440 66.440 66.440
S1 66.440 66.440 66.440 66.440
S2 66.440 66.440 66.440
S3 66.440 66.440 66.440
S4 66.440 66.440 66.440
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 75.807 74.763 69.182
R3 72.677 71.633 68.321
R2 69.547 69.547 68.034
R1 68.503 68.503 67.747 69.025
PP 66.417 66.417 66.417 66.678
S1 65.373 65.373 67.173 65.895
S2 63.287 63.287 66.886
S3 60.157 62.243 66.599
S4 57.027 59.113 65.739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.460 66.100 1.360 2.0% 0.000 0.0% 25% False False
10 67.460 63.240 4.220 6.4% 0.000 0.0% 76% False False
20 67.460 62.850 4.610 6.9% 0.000 0.0% 78% False False
40 67.460 62.850 4.610 6.9% 0.000 0.0% 78% False False
60 70.360 62.850 7.510 11.3% 0.000 0.0% 48% False False
80 78.790 62.850 15.940 24.0% 0.000 0.0% 23% False False
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 66.440
2.618 66.440
1.618 66.440
1.000 66.440
0.618 66.440
HIGH 66.440
0.618 66.440
0.500 66.440
0.382 66.440
LOW 66.440
0.618 66.440
1.000 66.440
1.618 66.440
2.618 66.440
4.250 66.440
Fisher Pivots for day following 05-Dec-2006
Pivot 1 day 3 day
R1 66.440 66.950
PP 66.440 66.780
S1 66.440 66.610

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

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