NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
19-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 60.500 60.500 0.000 0.0% 61.225
High 60.500 60.500 0.000 0.0% 61.225
Low 59.750 58.650 -1.100 -1.8% 57.850
Close 59.925 59.640 -0.285 -0.5% 60.500
Range 0.750 1.850 1.100 146.7% 3.375
ATR 1.497 1.523 0.025 1.7% 0.000
Volume 66 91 25 37.9% 351
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.147 64.243 60.658
R3 63.297 62.393 60.149
R2 61.447 61.447 59.979
R1 60.543 60.543 59.810 60.070
PP 59.597 59.597 59.597 59.360
S1 58.693 58.693 59.470 58.220
S2 57.747 57.747 59.301
S3 55.897 56.843 59.131
S4 54.047 54.993 58.623
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 60.550 57.850 2.700 4.5% 1.475 2.5% 66% False False 70
10 61.975 57.850 4.125 6.9% 1.685 2.8% 43% False False 65
20 61.975 55.500 6.475 10.9% 1.554 2.6% 64% False False 42
40 65.360 53.000 12.360 20.7% 0.980 1.6% 54% False False 22
60 67.460 53.000 14.460 24.2% 0.653 1.1% 46% False False 15
80 67.460 53.000 14.460 24.2% 0.490 0.8% 46% False False 11
100 67.460 53.000 14.460 24.2% 0.392 0.7% 46% False False 9
120 74.840 53.000 21.840 36.6% 0.327 0.5% 30% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.210
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 68.363
2.618 65.343
1.618 63.493
1.000 62.350
0.618 61.643
HIGH 60.500
0.618 59.793
0.500 59.575
0.382 59.357
LOW 58.650
0.618 57.507
1.000 56.800
1.618 55.657
2.618 53.807
4.250 50.788
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 59.618 59.627
PP 59.597 59.613
S1 59.575 59.600

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

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