NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 57.500 56.720 -0.780 -1.4% 61.050
High 57.500 56.720 -0.780 -1.4% 61.050
Low 57.500 56.720 -0.780 -1.4% 58.380
Close 58.690 56.720 -1.970 -3.4% 59.180
Range
ATR 0.955 1.027 0.073 7.6% 0.000
Volume 0 1 1 0
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 56.720 56.720 56.720
R3 56.720 56.720 56.720
R2 56.720 56.720 56.720
R1 56.720 56.720 56.720 56.720
PP 56.720 56.720 56.720 56.720
S1 56.720 56.720 56.720 56.720
S2 56.720 56.720 56.720
S3 56.720 56.720 56.720
S4 56.720 56.720 56.720
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 59.260 56.720 2.540 4.5% 0.000 0.0% 0% False True
10 63.950 56.720 7.230 12.7% 0.000 0.0% 0% False True
20 66.120 56.720 9.400 16.6% 0.000 0.0% 0% False True
40 67.460 56.720 10.740 18.9% 0.000 0.0% 0% False True
60 67.460 56.720 10.740 18.9% 0.000 0.0% 0% False True
80 68.640 56.720 11.920 21.0% 0.000 0.0% 0% False True
100 76.750 56.720 20.030 35.3% 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 56.720
2.618 56.720
1.618 56.720
1.000 56.720
0.618 56.720
HIGH 56.720
0.618 56.720
0.500 56.720
0.382 56.720
LOW 56.720
0.618 56.720
1.000 56.720
1.618 56.720
2.618 56.720
4.250 56.720
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 56.720 57.990
PP 56.720 57.567
S1 56.720 57.143

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

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