NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 60.350 59.325 -1.025 -1.7% 57.400
High 60.800 61.125 0.325 0.5% 60.575
Low 58.925 58.950 0.025 0.0% 55.500
Close 59.030 61.130 2.100 3.6% 60.480
Range 1.875 2.175 0.300 16.0% 5.075
ATR 1.394 1.450 0.056 4.0% 0.000
Volume 34 51 17 50.0% 48
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.927 66.203 62.326
R3 64.752 64.028 61.728
R2 62.577 62.577 61.529
R1 61.853 61.853 61.329 62.215
PP 60.402 60.402 60.402 60.583
S1 59.678 59.678 60.931 60.040
S2 58.227 58.227 60.731
S3 56.052 57.503 60.532
S4 53.877 55.328 59.934
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 61.225 58.900 2.325 3.8% 1.625 2.7% 96% False False 26
10 61.225 55.500 5.725 9.4% 1.585 2.6% 98% False False 21
20 61.225 53.000 8.225 13.5% 1.320 2.2% 99% False False 17
40 66.120 53.000 13.120 21.5% 0.660 1.1% 62% False False 8
60 67.460 53.000 14.460 23.7% 0.440 0.7% 56% False False 5
80 67.460 53.000 14.460 23.7% 0.330 0.5% 56% False False 4
100 68.640 53.000 15.640 25.6% 0.264 0.4% 52% False False 3
120 76.750 53.000 23.750 38.9% 0.220 0.4% 34% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.230
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 70.369
2.618 66.819
1.618 64.644
1.000 63.300
0.618 62.469
HIGH 61.125
0.618 60.294
0.500 60.038
0.382 59.781
LOW 58.950
0.618 57.606
1.000 56.775
1.618 55.431
2.618 53.256
4.250 49.706
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 60.766 60.766
PP 60.402 60.402
S1 60.038 60.038

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

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