NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 57.550 58.550 1.000 1.7% 54.575
High 58.900 59.575 0.675 1.1% 56.700
Low 56.525 57.850 1.325 2.3% 53.100
Close 58.850 58.020 -0.830 -1.4% 56.250
Range 2.375 1.725 -0.650 -27.4% 3.600
ATR 1.829 1.822 -0.007 -0.4% 0.000
Volume 667 946 279 41.8% 3,545
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 63.657 62.563 58.969
R3 61.932 60.838 58.494
R2 60.207 60.207 58.336
R1 59.113 59.113 58.178 58.798
PP 58.482 58.482 58.482 58.324
S1 57.388 57.388 57.862 57.073
S2 56.757 56.757 57.704
S3 55.032 55.663 57.546
S4 53.307 53.938 57.071
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 66.150 64.800 58.230
R3 62.550 61.200 57.240
R2 58.950 58.950 56.910
R1 57.600 57.600 56.580 58.275
PP 55.350 55.350 55.350 55.688
S1 54.000 54.000 55.920 54.675
S2 51.750 51.750 55.590
S3 48.150 50.400 55.260
S4 44.550 46.800 54.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.575 54.600 4.975 8.6% 2.065 3.6% 69% True False 694
10 59.575 52.550 7.025 12.1% 2.063 3.6% 78% True False 649
20 60.300 51.700 8.600 14.8% 2.008 3.5% 73% False False 352
40 65.790 51.700 14.090 24.3% 1.171 2.0% 45% False False 177
60 66.830 51.700 15.130 26.1% 0.780 1.3% 42% False False 118
80 66.830 51.700 15.130 26.1% 0.588 1.0% 42% False False 88
100 70.830 51.700 19.130 33.0% 0.470 0.8% 33% False False 71
120 78.650 51.700 26.950 46.4% 0.392 0.7% 23% False False 59
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 False
Bear Hook False
Bull Hook False
Stretch 0.445
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.906
2.618 64.091
1.618 62.366
1.000 61.300
0.618 60.641
HIGH 59.575
0.618 58.916
0.500 58.713
0.382 58.509
LOW 57.850
0.618 56.784
1.000 56.125
1.618 55.059
2.618 53.334
4.250 50.519
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 58.713 57.734
PP 58.482 57.448
S1 58.251 57.163

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

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