NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 59.260 57.500 -1.760 -3.0% 61.050
High 59.260 57.500 -1.760 -3.0% 61.050
Low 59.260 57.500 -1.760 -3.0% 58.380
Close 59.260 58.690 -0.570 -1.0% 59.180
Range
ATR 0.893 0.955 0.062 6.9% 0.000
Volume
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 57.897 58.293 58.690
R3 57.897 58.293 58.690
R2 57.897 57.897 58.690
R1 58.293 58.293 58.690 58.095
PP 57.897 57.897 57.897 57.798
S1 58.293 58.293 58.690 58.095
S2 57.897 57.897 58.690
S3 57.897 58.293 58.690
S4 57.897 58.293 58.690
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 67.547 66.033 60.649
R3 64.877 63.363 59.914
R2 62.207 62.207 59.670
R1 60.693 60.693 59.425 60.115
PP 59.537 59.537 59.537 59.248
S1 58.023 58.023 58.935 57.445
S2 56.867 56.867 58.691
S3 54.197 55.353 58.446
S4 51.527 52.683 57.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.050 57.500 3.550 6.0% 0.000 0.0% 34% False True
10 65.110 57.500 7.610 13.0% 0.000 0.0% 16% False True
20 66.120 57.500 8.620 14.7% 0.000 0.0% 14% False True
40 67.460 57.500 9.960 17.0% 0.000 0.0% 12% False True
60 67.460 57.500 9.960 17.0% 0.000 0.0% 12% False True
80 68.950 57.500 11.450 19.5% 0.000 0.0% 10% False True
100 77.300 57.500 19.800 33.7% 0.000 0.0% 6% 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 57.500
2.618 57.500
1.618 57.500
1.000 57.500
0.618 57.500
HIGH 57.500
0.618 57.500
0.500 57.500
0.382 57.500
LOW 57.500
0.618 57.500
1.000 57.500
1.618 57.500
2.618 57.500
4.250 57.500
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 58.293 58.587
PP 57.897 58.483
S1 57.500 58.380

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

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