NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 59.500 59.025 -0.475 -0.8% 57.400
High 60.125 60.575 0.450 0.7% 60.575
Low 59.300 58.900 -0.400 -0.7% 55.500
Close 58.750 60.480 1.730 2.9% 60.480
Range 0.825 1.675 0.850 103.0% 5.075
ATR 1.348 1.382 0.034 2.5% 0.000
Volume 18 6 -12 -66.7% 48
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.010 64.420 61.401
R3 63.335 62.745 60.941
R2 61.660 61.660 60.787
R1 61.070 61.070 60.634 61.365
PP 59.985 59.985 59.985 60.133
S1 59.395 59.395 60.326 59.690
S2 58.310 58.310 60.173
S3 56.635 57.720 60.019
S4 54.960 56.045 59.559
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.077 72.353 63.271
R3 69.002 67.278 61.876
R2 63.927 63.927 61.410
R1 62.203 62.203 60.945 63.065
PP 58.852 58.852 58.852 59.283
S1 57.128 57.128 60.015 57.990
S2 53.777 53.777 59.550
S3 48.702 52.053 59.084
S4 43.627 46.978 57.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.575 55.500 5.075 8.4% 1.785 3.0% 98% True False 9
10 60.575 54.075 6.500 10.7% 1.478 2.4% 99% True False 19
20 60.575 53.000 7.575 12.5% 0.998 1.6% 99% True False 10
40 66.440 53.000 13.440 22.2% 0.499 0.8% 56% False False 5
60 67.460 53.000 14.460 23.9% 0.333 0.5% 52% False False 3
80 67.460 53.000 14.460 23.9% 0.249 0.4% 52% False False 2
100 71.220 53.000 18.220 30.1% 0.200 0.3% 41% False False 2
120 78.790 53.000 25.790 42.6% 0.166 0.3% 29% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.250
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.694
2.618 64.960
1.618 63.285
1.000 62.250
0.618 61.610
HIGH 60.575
0.618 59.935
0.500 59.738
0.382 59.540
LOW 58.900
0.618 57.865
1.000 57.225
1.618 56.190
2.618 54.515
4.250 51.781
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 60.233 60.024
PP 59.985 59.568
S1 59.738 59.113

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

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