NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 63.300 63.950 0.650 1.0% 63.860
High 63.300 63.950 0.650 1.0% 63.950
Low 63.300 63.950 0.650 1.0% 63.130
Close 63.300 63.950 0.650 1.0% 63.950
Range
ATR 0.679 0.677 -0.002 -0.3% 0.000
Volume
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 63.950 63.950 63.950
R3 63.950 63.950 63.950
R2 63.950 63.950 63.950
R1 63.950 63.950 63.950 63.950
PP 63.950 63.950 63.950 63.950
S1 63.950 63.950 63.950 63.950
S2 63.950 63.950 63.950
S3 63.950 63.950 63.950
S4 63.950 63.950 63.950
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 66.137 65.863 64.401
R3 65.317 65.043 64.176
R2 64.497 64.497 64.100
R1 64.223 64.223 64.025 64.360
PP 63.677 63.677 63.677 63.745
S1 63.403 63.403 63.875 63.540
S2 62.857 62.857 63.800
S3 62.037 62.583 63.725
S4 61.217 61.763 63.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.110 63.130 1.980 3.1% 0.000 0.0% 41% False False
10 66.120 63.130 2.990 4.7% 0.000 0.0% 27% False False
20 67.460 63.130 4.330 6.8% 0.000 0.0% 19% False False
40 67.460 62.850 4.610 7.2% 0.000 0.0% 24% False False
60 67.460 62.850 4.610 7.2% 0.000 0.0% 24% False False
80 72.360 62.850 9.510 14.9% 0.000 0.0% 12% False False
100 79.920 62.850 17.070 26.7% 0.000 0.0% 6% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Fibonacci Retracements and Extensions
4.250 63.950
2.618 63.950
1.618 63.950
1.000 63.950
0.618 63.950
HIGH 63.950
0.618 63.950
0.500 63.950
0.382 63.950
LOW 63.950
0.618 63.950
1.000 63.950
1.618 63.950
2.618 63.950
4.250 63.950
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 63.950 63.813
PP 63.950 63.677
S1 63.950 63.540

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

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