NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 57.975 59.500 1.525 2.6% 54.900
High 59.475 60.125 0.650 1.1% 56.925
Low 57.650 59.300 1.650 2.9% 54.075
Close 59.540 58.750 -0.790 -1.3% 56.970
Range 1.825 0.825 -1.000 -54.8% 2.850
ATR 1.388 1.348 -0.040 -2.9% 0.000
Volume 8 18 10 125.0% 148
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 61.867 61.133 59.204
R3 61.042 60.308 58.977
R2 60.217 60.217 58.901
R1 59.483 59.483 58.826 59.438
PP 59.392 59.392 59.392 59.369
S1 58.658 58.658 58.674 58.613
S2 58.567 58.567 58.599
S3 57.742 57.833 58.523
S4 56.917 57.008 58.296
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 64.540 63.605 58.538
R3 61.690 60.755 57.754
R2 58.840 58.840 57.493
R1 57.905 57.905 57.231 58.373
PP 55.990 55.990 55.990 56.224
S1 55.055 55.055 56.709 55.523
S2 53.140 53.140 56.448
S3 50.290 52.205 56.186
S4 47.440 49.355 55.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.125 55.500 4.625 7.9% 1.545 2.6% 70% True False 15
10 60.125 53.800 6.325 10.8% 1.430 2.4% 78% True False 19
20 60.125 53.000 7.125 12.1% 0.914 1.6% 81% True False 10
40 66.650 53.000 13.650 23.2% 0.457 0.8% 42% False False 5
60 67.460 53.000 14.460 24.6% 0.305 0.5% 40% False False 3
80 67.460 53.000 14.460 24.6% 0.228 0.4% 40% False False 2
100 72.220 53.000 19.220 32.7% 0.183 0.3% 30% False False 2
120 79.630 53.000 26.630 45.3% 0.152 0.3% 22% False False 1
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.238
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.631
2.618 62.285
1.618 61.460
1.000 60.950
0.618 60.635
HIGH 60.125
0.618 59.810
0.500 59.713
0.382 59.615
LOW 59.300
0.618 58.790
1.000 58.475
1.618 57.965
2.618 57.140
4.250 55.794
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 59.713 58.442
PP 59.392 58.133
S1 59.071 57.825

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

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