NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 58.000 60.000 2.000 3.4% 56.400
High 59.850 60.625 0.775 1.3% 59.850
Low 57.900 59.150 1.250 2.2% 54.600
Close 59.730 59.390 -0.340 -0.6% 59.730
Range 1.950 1.475 -0.475 -24.4% 5.250
ATR 1.831 1.806 -0.025 -1.4% 0.000
Volume 1,018 908 -110 -10.8% 3,831
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.147 63.243 60.201
R3 62.672 61.768 59.796
R2 61.197 61.197 59.660
R1 60.293 60.293 59.525 60.008
PP 59.722 59.722 59.722 59.579
S1 58.818 58.818 59.255 58.533
S2 58.247 58.247 59.120
S3 56.772 57.343 58.984
S4 55.297 55.868 58.579
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 60.625 54.750 5.875 9.9% 2.100 3.5% 79% True False 797
10 60.625 53.450 7.175 12.1% 1.978 3.3% 83% True False 809
20 60.625 51.700 8.925 15.0% 1.984 3.3% 86% True False 445
40 65.490 51.700 13.790 23.2% 1.256 2.1% 56% False False 225
60 66.830 51.700 15.130 25.5% 0.838 1.4% 51% False False 150
80 66.830 51.700 15.130 25.5% 0.631 1.1% 51% False False 112
100 68.560 51.700 16.860 28.4% 0.505 0.8% 46% False False 90
120 77.790 51.700 26.090 43.9% 0.420 0.7% 29% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.405
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.894
2.618 64.487
1.618 63.012
1.000 62.100
0.618 61.537
HIGH 60.625
0.618 60.062
0.500 59.888
0.382 59.713
LOW 59.150
0.618 58.238
1.000 57.675
1.618 56.763
2.618 55.288
4.250 52.881
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 59.888 59.339
PP 59.722 59.288
S1 59.556 59.238

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

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