NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 60.500 61.000 0.500 0.8% 56.575
High 60.500 61.000 0.500 0.8% 60.800
Low 60.500 60.900 0.400 0.7% 56.575
Close 60.860 60.720 -0.140 -0.2% 61.110
Range 0.000 0.100 0.100 4.225
ATR 1.110 1.041 -0.069 -6.2% 0.000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 61.173 61.047 60.775
R3 61.073 60.947 60.748
R2 60.973 60.973 60.738
R1 60.847 60.847 60.729 60.860
PP 60.873 60.873 60.873 60.880
S1 60.747 60.747 60.711 60.760
S2 60.773 60.773 60.702
S3 60.673 60.647 60.693
S4 60.573 60.547 60.665
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 72.170 70.865 63.434
R3 67.945 66.640 62.272
R2 63.720 63.720 61.885
R1 62.415 62.415 61.497 63.068
PP 59.495 59.495 59.495 59.821
S1 58.190 58.190 60.723 58.843
S2 55.270 55.270 60.335
S3 51.045 53.965 59.948
S4 46.820 49.740 58.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.000 59.600 1.400 2.3% 0.080 0.1% 80% True False 1
10 61.000 56.300 4.700 7.7% 0.140 0.2% 94% True False 2
20 61.000 53.100 7.900 13.0% 0.628 1.0% 96% True False 4
40 66.620 53.100 13.520 22.3% 0.378 0.6% 56% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.425
2.618 61.262
1.618 61.162
1.000 61.100
0.618 61.062
HIGH 61.000
0.618 60.962
0.500 60.950
0.382 60.938
LOW 60.900
0.618 60.838
1.000 60.800
1.618 60.738
2.618 60.638
4.250 60.475
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 60.950 60.750
PP 60.873 60.740
S1 60.797 60.730

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

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