NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 55.550 55.250 -0.300 -0.5% 55.750
High 56.750 57.100 0.350 0.6% 55.750
Low 55.200 55.250 0.050 0.1% 53.100
Close 55.040 57.250 2.210 4.0% 55.680
Range 1.550 1.850 0.300 19.4% 2.650
ATR 1.110 1.178 0.068 6.1% 0.000
Volume 12 9 -3 -25.0% 25
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.083 61.517 58.268
R3 60.233 59.667 57.759
R2 58.383 58.383 57.589
R1 57.817 57.817 57.420 58.100
PP 56.533 56.533 56.533 56.675
S1 55.967 55.967 57.080 56.250
S2 54.683 54.683 56.911
S3 52.833 54.117 56.741
S4 50.983 52.267 56.233
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 62.793 61.887 57.138
R3 60.143 59.237 56.409
R2 57.493 57.493 56.166
R1 56.587 56.587 55.923 55.715
PP 54.843 54.843 54.843 54.408
S1 53.937 53.937 55.437 53.065
S2 52.193 52.193 55.194
S3 49.543 51.287 54.951
S4 46.893 48.637 54.223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.100 53.100 4.000 7.0% 1.285 2.2% 104% True False 7
10 58.000 53.100 4.900 8.6% 1.115 1.9% 85% False False 6
20 65.670 53.100 12.570 22.0% 0.675 1.2% 33% False False 4
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 0.090
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.963
2.618 61.943
1.618 60.093
1.000 58.950
0.618 58.243
HIGH 57.100
0.618 56.393
0.500 56.175
0.382 55.957
LOW 55.250
0.618 54.107
1.000 53.400
1.618 52.257
2.618 50.407
4.250 47.388
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 56.892 56.767
PP 56.533 56.283
S1 56.175 55.800

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

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