NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 58.550 58.000 -0.550 -0.9% 56.400
High 59.575 59.850 0.275 0.5% 59.850
Low 57.850 57.900 0.050 0.1% 54.600
Close 58.020 59.730 1.710 2.9% 59.730
Range 1.725 1.950 0.225 13.0% 5.250
ATR 1.822 1.831 0.009 0.5% 0.000
Volume 946 1,018 72 7.6% 3,831
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.010 64.320 60.803
R3 63.060 62.370 60.266
R2 61.110 61.110 60.088
R1 60.420 60.420 59.909 60.765
PP 59.160 59.160 59.160 59.333
S1 58.470 58.470 59.551 58.815
S2 57.210 57.210 59.373
S3 55.260 56.520 59.194
S4 53.310 54.570 58.658
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 73.810 72.020 62.618
R3 68.560 66.770 61.174
R2 63.310 63.310 60.693
R1 61.520 61.520 60.211 62.415
PP 58.060 58.060 58.060 58.508
S1 56.270 56.270 59.249 57.165
S2 52.810 52.810 58.768
S3 47.560 51.020 58.286
S4 42.310 45.770 56.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.850 54.600 5.250 8.8% 2.225 3.7% 98% True False 766
10 59.850 53.100 6.750 11.3% 2.078 3.5% 98% True False 737
20 59.850 51.700 8.150 13.6% 1.970 3.3% 99% True False 400
40 65.490 51.700 13.790 23.1% 1.219 2.0% 58% False False 203
60 66.830 51.700 15.130 25.3% 0.813 1.4% 53% False False 135
80 66.830 51.700 15.130 25.3% 0.612 1.0% 53% False False 101
100 69.990 51.700 18.290 30.6% 0.490 0.8% 44% False False 81
120 78.650 51.700 26.950 45.1% 0.408 0.7% 30% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.443
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.138
2.618 64.955
1.618 63.005
1.000 61.800
0.618 61.055
HIGH 59.850
0.618 59.105
0.500 58.875
0.382 58.645
LOW 57.900
0.618 56.695
1.000 55.950
1.618 54.745
2.618 52.795
4.250 49.613
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 59.445 59.216
PP 59.160 58.702
S1 58.875 58.188

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

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