NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 59.050 59.150 0.100 0.2% 61.225
High 59.500 60.550 1.050 1.8% 61.225
Low 57.850 59.000 1.150 2.0% 57.850
Close 59.160 60.500 1.340 2.3% 60.500
Range 1.650 1.550 -0.100 -6.1% 3.375
ATR 1.555 1.555 0.000 0.0% 0.000
Volume 56 66 10 17.9% 351
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.667 64.133 61.353
R3 63.117 62.583 60.926
R2 61.567 61.567 60.784
R1 61.033 61.033 60.642 61.300
PP 60.017 60.017 60.017 60.150
S1 59.483 59.483 60.358 59.750
S2 58.467 58.467 60.216
S3 56.917 57.933 60.074
S4 55.367 56.383 59.648
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.983 68.617 62.356
R3 66.608 65.242 61.428
R2 63.233 63.233 61.119
R1 61.867 61.867 60.809 60.863
PP 59.858 59.858 59.858 59.356
S1 58.492 58.492 60.191 57.488
S2 56.483 56.483 59.881
S3 53.108 55.117 59.572
S4 49.733 51.742 58.644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.225 57.850 3.375 5.6% 1.790 3.0% 79% False False 70
10 61.975 57.850 4.125 6.8% 1.665 2.8% 64% False False 53
20 61.975 54.075 7.900 13.1% 1.571 2.6% 81% False False 36
40 66.120 53.000 13.120 21.7% 0.915 1.5% 57% False False 18
60 67.460 53.000 14.460 23.9% 0.610 1.0% 52% False False 12
80 67.460 53.000 14.460 23.9% 0.458 0.8% 52% False False 9
100 67.460 53.000 14.460 23.9% 0.366 0.6% 52% False False 7
120 76.080 53.000 23.080 38.1% 0.305 0.5% 32% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.270
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.138
2.618 64.608
1.618 63.058
1.000 62.100
0.618 61.508
HIGH 60.550
0.618 59.958
0.500 59.775
0.382 59.592
LOW 59.000
0.618 58.042
1.000 57.450
1.618 56.492
2.618 54.942
4.250 52.413
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 60.258 60.067
PP 60.017 59.633
S1 59.775 59.200

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

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