NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 59.925 61.475 1.550 2.6% 61.275
High 62.000 62.875 0.875 1.4% 61.700
Low 59.925 61.400 1.475 2.5% 59.650
Close 61.530 62.840 1.310 2.1% 61.050
Range 2.075 1.475 -0.600 -28.9% 2.050
ATR 1.094 1.122 0.027 2.5% 0.000
Volume 18 10 -8 -44.4% 27
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.797 66.293 63.651
R3 65.322 64.818 63.246
R2 63.847 63.847 63.110
R1 63.343 63.343 62.975 63.595
PP 62.372 62.372 62.372 62.498
S1 61.868 61.868 62.705 62.120
S2 60.897 60.897 62.570
S3 59.422 60.393 62.434
S4 57.947 58.918 62.029
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.950 66.050 62.178
R3 64.900 64.000 61.614
R2 62.850 62.850 61.426
R1 61.950 61.950 61.238 61.375
PP 60.800 60.800 60.800 60.513
S1 59.900 59.900 60.862 59.325
S2 58.750 58.750 60.674
S3 56.700 57.850 60.486
S4 54.650 55.800 59.923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.875 59.500 3.375 5.4% 1.020 1.6% 99% True False 8
10 62.875 59.500 3.375 5.4% 0.948 1.5% 99% True False 7
20 62.875 56.575 6.300 10.0% 0.605 1.0% 99% True False 5
40 64.540 53.100 11.440 18.2% 0.661 1.1% 85% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.144
2.618 66.737
1.618 65.262
1.000 64.350
0.618 63.787
HIGH 62.875
0.618 62.312
0.500 62.138
0.382 61.963
LOW 61.400
0.618 60.488
1.000 59.925
1.618 59.013
2.618 57.538
4.250 55.131
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 62.606 62.289
PP 62.372 61.738
S1 62.138 61.188

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

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