NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 65.100 64.275 -0.825 -1.3% 64.210
High 65.100 64.275 -0.825 -1.3% 65.400
Low 64.450 64.275 -0.175 -0.3% 64.210
Close 64.650 64.400 -0.250 -0.4% 64.400
Range 0.650 0.000 -0.650 -100.0% 1.190
ATR 0.730 0.705 -0.025 -3.5% 0.000
Volume 15 7 -8 -53.3% 28
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 64.317 64.358 64.400
R3 64.317 64.358 64.400
R2 64.317 64.317 64.400
R1 64.358 64.358 64.400 64.338
PP 64.317 64.317 64.317 64.306
S1 64.358 64.358 64.400 64.338
S2 64.317 64.317 64.400
S3 64.317 64.358 64.400
S4 64.317 64.358 64.400
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 68.240 67.510 65.055
R3 67.050 66.320 64.727
R2 65.860 65.860 64.618
R1 65.130 65.130 64.509 65.495
PP 64.670 64.670 64.670 64.853
S1 63.940 63.940 64.291 64.305
S2 63.480 63.480 64.182
S3 62.290 62.750 64.073
S4 61.100 61.560 63.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.400 64.210 1.190 1.8% 0.320 0.5% 16% False False 5
10 65.490 63.630 1.860 2.9% 0.160 0.2% 41% False False 2
20 66.830 63.580 3.250 5.0% 0.080 0.1% 25% False False 1
40 66.830 62.110 4.720 7.3% 0.045 0.1% 49% False False
60 67.000 62.110 4.890 7.6% 0.030 0.0% 47% False False
80 74.460 62.110 12.350 19.2% 0.023 0.0% 19% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.275
2.618 64.275
1.618 64.275
1.000 64.275
0.618 64.275
HIGH 64.275
0.618 64.275
0.500 64.275
0.382 64.275
LOW 64.275
0.618 64.275
1.000 64.275
1.618 64.275
2.618 64.275
4.250 64.275
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 64.358 64.838
PP 64.317 64.692
S1 64.275 64.546

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

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