NYMEX miNY Light Sweet Crude Oil Future June 2007

Trading Metrics calculated at close of trading on 11-Jan-2007

Day Change Summary
	Previous	Current
	10-Jan-2007	11-Jan-2007	Change	Change %	Previous Week
Open	57.480	56.625	-0.855	-1.5%	64.540
High	57.480	56.875	-0.605	-1.1%	64.540
Low	57.480	55.550	-1.930	-3.4%	58.500
Close	57.480	54.860	-2.620	-4.6%	59.910
Range	0.000	1.325	1.325		6.040
ATR	0.802	0.882	0.081	10.1%	0.000
Volume	2	2	0	0.0%	15

Daily Pivots for day following 11-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	59.737	58.623	55.589
R3	58.412	57.298	55.224
R2	57.087	57.087	55.103
R1	55.973	55.973	54.981	55.868
PP	55.762	55.762	55.762	55.709
S1	54.648	54.648	54.739	54.543
S2	54.437	54.437	54.617
S3	53.112	53.323	54.496
S4	51.787	51.998	54.131

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	79.103	75.547	63.232
R3	73.063	69.507	61.571
R2	67.023	67.023	61.017
R1	63.467	63.467	60.464	62.225
PP	60.983	60.983	60.983	60.363
S1	57.427	57.427	59.356	56.185
S2	54.943	54.943	58.803
S3	48.903	51.387	58.249
S4	42.863	45.347	56.588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.010	55.550	4.460	8.1%	0.475	0.9%	-15%	False	True	1
10	64.540	55.550	8.990	16.4%	0.443	0.8%	-8%	False	True	3
20	66.620	55.550	11.070	20.2%	0.221	0.4%	-6%	False	True	2

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	0.025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	62.506
2.618	60.344
1.618	59.019
1.000	58.200
0.618	57.694
HIGH	56.875
0.618	56.369
0.500	56.213
0.382	56.056
LOW	55.550
0.618	54.731
1.000	54.225
1.618	53.406
2.618	52.081
4.250	49.919

Fisher Pivots for day following 11-Jan-2007
Pivot	1 day	3 day
R1	56.213	56.775
PP	55.762	56.137
S1	55.311	55.498

Download as Excel Spreadsheet

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

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