NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 61.225 59.250 -1.975 -3.2% 60.200
High 61.225 61.075 -0.150 -0.2% 61.975
Low 58.975 59.150 0.175 0.3% 58.925
Close 59.370 60.610 1.240 2.1% 61.330
Range 2.250 1.925 -0.325 -14.4% 3.050
ATR 1.501 1.532 0.030 2.0% 0.000
Volume 73 85 12 16.4% 184
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.053 65.257 61.669
R3 64.128 63.332 61.139
R2 62.203 62.203 60.963
R1 61.407 61.407 60.786 61.805
PP 60.278 60.278 60.278 60.478
S1 59.482 59.482 60.434 59.880
S2 58.353 58.353 60.257
S3 56.428 57.557 60.081
S4 54.503 55.632 59.551
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.893 68.662 63.008
R3 66.843 65.612 62.169
R2 63.793 63.793 61.889
R1 62.562 62.562 61.610 63.178
PP 60.743 60.743 60.743 61.051
S1 59.512 59.512 61.050 60.128
S2 57.693 57.693 60.771
S3 54.643 56.462 60.491
S4 51.593 53.412 59.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.975 58.925 3.050 5.0% 1.895 3.1% 55% False False 60
10 61.975 57.650 4.325 7.1% 1.620 2.7% 68% False False 37
20 61.975 53.400 8.575 14.1% 1.464 2.4% 84% False False 27
40 66.120 53.000 13.120 21.6% 0.796 1.3% 58% False False 13
60 67.460 53.000 14.460 23.9% 0.530 0.9% 53% False False 9
80 67.460 53.000 14.460 23.9% 0.398 0.7% 53% False False 6
100 67.460 53.000 14.460 23.9% 0.318 0.5% 53% False False 5
120 76.750 53.000 23.750 39.2% 0.265 0.4% 32% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.270
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.256
2.618 66.115
1.618 64.190
1.000 63.000
0.618 62.265
HIGH 61.075
0.618 60.340
0.500 60.113
0.382 59.885
LOW 59.150
0.618 57.960
1.000 57.225
1.618 56.035
2.618 54.110
4.250 50.969
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 60.444 60.565
PP 60.278 60.520
S1 60.113 60.475

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

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