NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 19-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 19-Feb-2007 Change Change % Previous Week
Open 59.150 60.500 1.350 2.3% 61.225
High 60.550 60.500 -0.050 -0.1% 61.225
Low 59.000 59.750 0.750 1.3% 57.850
Close 60.500 59.925 -0.575 -1.0% 60.500
Range 1.550 0.750 -0.800 -51.6% 3.375
ATR 1.555 1.497 -0.057 -3.7% 0.000
Volume 66 66 0 0.0% 351
Daily Pivots for day following 19-Feb-2007
Classic Woodie Camarilla DeMark
R4 62.308 61.867 60.338
R3 61.558 61.117 60.131
R2 60.808 60.808 60.063
R1 60.367 60.367 59.994 60.213
PP 60.058 60.058 60.058 59.981
S1 59.617 59.617 59.856 59.463
S2 59.308 59.308 59.788
S3 58.558 58.867 59.719
S4 57.808 58.117 59.513
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 61.075 57.850 3.225 5.4% 1.490 2.5% 64% False False 68
10 61.975 57.850 4.125 6.9% 1.625 2.7% 50% False False 59
20 61.975 54.550 7.425 12.4% 1.509 2.5% 72% False False 38
40 66.120 53.000 13.120 21.9% 0.934 1.6% 53% False False 20
60 67.460 53.000 14.460 24.1% 0.623 1.0% 48% False False 13
80 67.460 53.000 14.460 24.1% 0.467 0.8% 48% False False 10
100 67.460 53.000 14.460 24.1% 0.374 0.6% 48% False False 8
120 76.080 53.000 23.080 38.5% 0.311 0.5% 30% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.258
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 63.688
2.618 62.464
1.618 61.714
1.000 61.250
0.618 60.964
HIGH 60.500
0.618 60.214
0.500 60.125
0.382 60.037
LOW 59.750
0.618 59.287
1.000 59.000
1.618 58.537
2.618 57.787
4.250 56.563
Fisher Pivots for day following 19-Feb-2007
Pivot 1 day 3 day
R1 60.125 59.683
PP 60.058 59.442
S1 59.992 59.200

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

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