NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 28-Feb-2007
Day Change Summary
Previous Current
27-Feb-2007 28-Feb-2007 Change Change % Previous Week
Open 62.575 61.425 -1.150 -1.8% 60.500
High 63.325 63.250 -0.075 -0.1% 63.000
Low 61.200 61.425 0.225 0.4% 58.650
Close 62.620 63.060 0.440 0.7% 62.350
Range 2.125 1.825 -0.300 -14.1% 4.350
ATR 1.574 1.592 0.018 1.1% 0.000
Volume 427 760 333 78.0% 2,547
Daily Pivots for day following 28-Feb-2007
Classic Woodie Camarilla DeMark
R4 68.053 67.382 64.064
R3 66.228 65.557 63.562
R2 64.403 64.403 63.395
R1 63.732 63.732 63.227 64.068
PP 62.578 62.578 62.578 62.746
S1 61.907 61.907 62.893 62.243
S2 60.753 60.753 62.725
S3 58.928 60.082 62.558
S4 57.103 58.257 62.056
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 60.500 2.825 4.5% 1.570 2.5% 91% False False 924
10 63.325 57.850 5.475 8.7% 1.618 2.6% 95% False False 526
20 63.325 57.850 5.475 8.7% 1.606 2.5% 95% False False 285
40 63.325 53.000 10.325 16.4% 1.239 2.0% 97% False False 147
60 67.460 53.000 14.460 22.9% 0.826 1.3% 70% False False 98
80 67.460 53.000 14.460 22.9% 0.620 1.0% 70% False False 73
100 67.460 53.000 14.460 22.9% 0.496 0.8% 70% False False 58
120 72.360 53.000 19.360 30.7% 0.413 0.7% 52% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.288
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.006
2.618 68.028
1.618 66.203
1.000 65.075
0.618 64.378
HIGH 63.250
0.618 62.553
0.500 62.338
0.382 62.122
LOW 61.425
0.618 60.297
1.000 59.600
1.618 58.472
2.618 56.647
4.250 53.669
Fisher Pivots for day following 28-Feb-2007
Pivot 1 day 3 day
R1 62.819 62.794
PP 62.578 62.528
S1 62.338 62.263

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

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