NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 59.600 60.750 1.150 1.9% 61.225
High 61.425 62.225 0.800 1.3% 61.225
Low 58.900 60.500 1.600 2.7% 57.850
Close 60.890 62.050 1.160 1.9% 60.500
Range 2.525 1.725 -0.800 -31.7% 3.375
ATR 1.594 1.604 0.009 0.6% 0.000
Volume 365 673 308 84.4% 351
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.767 66.133 62.999
R3 65.042 64.408 62.524
R2 63.317 63.317 62.366
R1 62.683 62.683 62.208 63.000
PP 61.592 61.592 61.592 61.750
S1 60.958 60.958 61.892 61.275
S2 59.867 59.867 61.734
S3 58.142 59.233 61.576
S4 56.417 57.508 61.101
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 62.225 58.650 3.575 5.8% 1.680 2.7% 95% True False 252
10 62.225 57.850 4.375 7.1% 1.705 2.7% 96% True False 160
20 62.225 55.500 6.725 10.8% 1.645 2.7% 97% True False 90
40 63.950 53.000 10.950 17.6% 1.086 1.8% 83% False False 48
60 67.460 53.000 14.460 23.3% 0.724 1.2% 63% False False 32
80 67.460 53.000 14.460 23.3% 0.543 0.9% 63% False False 24
100 67.460 53.000 14.460 23.3% 0.435 0.7% 63% False False 19
120 74.770 53.000 21.770 35.1% 0.362 0.6% 42% False False 16
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 0.223
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.556
2.618 66.741
1.618 65.016
1.000 63.950
0.618 63.291
HIGH 62.225
0.618 61.566
0.500 61.363
0.382 61.159
LOW 60.500
0.618 59.434
1.000 58.775
1.618 57.709
2.618 55.984
4.250 53.169
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 61.821 61.513
PP 61.592 60.975
S1 61.363 60.438

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

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