NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 62.525 62.575 0.050 0.1% 60.500
High 62.900 63.325 0.425 0.7% 63.000
Low 61.925 61.200 -0.725 -1.2% 58.650
Close 62.530 62.620 0.090 0.1% 62.350
Range 0.975 2.125 1.150 117.9% 4.350
ATR 1.532 1.574 0.042 2.8% 0.000
Volume 1,408 427 -981 -69.7% 2,547
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 68.757 67.813 63.789
R3 66.632 65.688 63.204
R2 64.507 64.507 63.010
R1 63.563 63.563 62.815 64.035
PP 62.382 62.382 62.382 62.618
S1 61.438 61.438 62.425 61.910
S2 60.257 60.257 62.230
S3 58.132 59.313 62.036
S4 56.007 57.188 61.451
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.383 72.717 64.743
R3 70.033 68.367 63.546
R2 65.683 65.683 63.148
R1 64.017 64.017 62.749 64.850
PP 61.333 61.333 61.333 61.750
S1 59.667 59.667 61.951 60.500
S2 56.983 56.983 61.553
S3 52.633 55.317 61.154
S4 48.283 50.967 59.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.325 58.900 4.425 7.1% 1.710 2.7% 84% True False 845
10 63.325 57.850 5.475 8.7% 1.593 2.5% 87% True False 457
20 63.325 57.650 5.675 9.1% 1.606 2.6% 88% True False 247
40 63.950 53.000 10.950 17.5% 1.194 1.9% 88% False False 128
60 67.460 53.000 14.460 23.1% 0.796 1.3% 67% False False 85
80 67.460 53.000 14.460 23.1% 0.597 1.0% 67% False False 64
100 67.460 53.000 14.460 23.1% 0.478 0.8% 67% False False 51
120 73.360 53.000 20.360 32.5% 0.398 0.6% 47% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.293
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.356
2.618 68.888
1.618 66.763
1.000 65.450
0.618 64.638
HIGH 63.325
0.618 62.513
0.500 62.263
0.382 62.012
LOW 61.200
0.618 59.887
1.000 59.075
1.618 57.762
2.618 55.637
4.250 52.169
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 62.501 62.501
PP 62.382 62.382
S1 62.263 62.263

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

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