NYMEX miNY Light Sweet Crude Oil Future June 2007

Trading Metrics calculated at close of trading on 03-Jan-2007

Day Change Summary
	Previous	Current
	02-Jan-2007	03-Jan-2007	Change	Change %	Previous Week
Open	64.540	63.650	-0.890	-1.4%	64.460
High	64.540	63.650	-0.890	-1.4%	64.540
Low	64.540	61.600	-2.940	-4.6%	63.720
Close	64.540	61.650	-2.890	-4.5%	64.540
Range	0.000	2.050	2.050		0.820
ATR	0.457	0.634	0.177	38.8%	0.000
Volume	4	4	0	0.0%	16

Daily Pivots for day following 03-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	68.450	67.100	62.778
R3	66.400	65.050	62.214
R2	64.350	64.350	62.026
R1	63.000	63.000	61.838	62.650
PP	62.300	62.300	62.300	62.125
S1	60.950	60.950	61.462	60.600
S2	60.250	60.250	61.274
S3	58.200	58.900	61.086
S4	56.150	56.850	60.523

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	66.727	66.453	64.991
R3	65.907	65.633	64.766
R2	65.087	65.087	64.690
R1	64.813	64.813	64.615	64.950
PP	64.267	64.267	64.267	64.335
S1	63.993	63.993	64.465	64.130
S2	63.447	63.447	64.390
S3	62.627	63.173	64.315
S4	61.807	62.353	64.089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	64.540	61.600	2.940	4.8%	0.410	0.7%	2%	False	True	4
10	66.620	61.600	5.020	8.1%	0.205	0.3%	1%	False	True	3
20	67.125	61.600	5.525	9.0%	0.146	0.2%	1%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	72.363
2.618	69.017
1.618	66.967
1.000	65.700
0.618	64.917
HIGH	63.650
0.618	62.867
0.500	62.625
0.382	62.383
LOW	61.600
0.618	60.333
1.000	59.550
1.618	58.283
2.618	56.233
4.250	52.888

Fisher Pivots for day following 03-Jan-2007
Pivot	1 day	3 day
R1	62.625	63.070
PP	62.300	62.597
S1	61.975	62.123

Download as Excel Spreadsheet

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

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