NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 59.250 60.375 1.125 1.9% 60.200
High 61.075 60.425 -0.650 -1.1% 61.975
Low 59.150 58.850 -0.300 -0.5% 58.925
Close 60.610 59.250 -1.360 -2.2% 61.330
Range 1.925 1.575 -0.350 -18.2% 3.050
ATR 1.532 1.548 0.016 1.1% 0.000
Volume 85 71 -14 -16.5% 184
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.233 63.317 60.116
R3 62.658 61.742 59.683
R2 61.083 61.083 59.539
R1 60.167 60.167 59.394 59.838
PP 59.508 59.508 59.508 59.344
S1 58.592 58.592 59.106 58.263
S2 57.933 57.933 58.961
S3 56.358 57.017 58.817
S4 54.783 55.442 58.384
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 58.850 3.125 5.3% 1.835 3.1% 13% False True 67
10 61.975 58.850 3.125 5.3% 1.595 2.7% 13% False True 43
20 61.975 53.400 8.575 14.5% 1.543 2.6% 68% False False 30
40 66.120 53.000 13.120 22.1% 0.835 1.4% 48% False False 15
60 67.460 53.000 14.460 24.4% 0.557 0.9% 43% False False 10
80 67.460 53.000 14.460 24.4% 0.418 0.7% 43% False False 7
100 67.460 53.000 14.460 24.4% 0.334 0.6% 43% False False 6
120 76.620 53.000 23.620 39.9% 0.278 0.5% 26% False False 5
Crabel Price Patterns
NR True
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 0.243
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.119
2.618 64.548
1.618 62.973
1.000 62.000
0.618 61.398
HIGH 60.425
0.618 59.823
0.500 59.638
0.382 59.452
LOW 58.850
0.618 57.877
1.000 57.275
1.618 56.302
2.618 54.727
4.250 52.156
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 59.638 60.038
PP 59.508 59.775
S1 59.379 59.513

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

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