NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 60.000 59.500 -0.500 -0.8% 56.400
High 60.625 60.550 -0.075 -0.1% 59.850
Low 59.150 59.100 -0.050 -0.1% 54.600
Close 59.390 59.440 0.050 0.1% 59.730
Range 1.475 1.450 -0.025 -1.7% 5.250
ATR 1.806 1.780 -0.025 -1.4% 0.000
Volume 908 1,220 312 34.4% 3,831
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.047 63.193 60.238
R3 62.597 61.743 59.839
R2 61.147 61.147 59.706
R1 60.293 60.293 59.573 59.995
PP 59.697 59.697 59.697 59.548
S1 58.843 58.843 59.307 58.545
S2 58.247 58.247 59.174
S3 56.797 57.393 59.041
S4 55.347 55.943 58.643
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 56.525 4.100 6.9% 1.795 3.0% 71% False False 951
10 60.625 54.425 6.200 10.4% 1.873 3.2% 81% False False 833
20 60.625 51.700 8.925 15.0% 2.029 3.4% 87% False False 504
40 65.490 51.700 13.790 23.2% 1.293 2.2% 56% False False 256
60 66.830 51.700 15.130 25.5% 0.862 1.4% 51% False False 170
80 66.830 51.700 15.130 25.5% 0.649 1.1% 51% False False 128
100 68.560 51.700 16.860 28.4% 0.519 0.9% 46% False False 102
120 77.150 51.700 25.450 42.8% 0.433 0.7% 30% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.428
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.713
2.618 64.346
1.618 62.896
1.000 62.000
0.618 61.446
HIGH 60.550
0.618 59.996
0.500 59.825
0.382 59.654
LOW 59.100
0.618 58.204
1.000 57.650
1.618 56.754
2.618 55.304
4.250 52.938
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 59.825 59.381
PP 59.697 59.322
S1 59.568 59.263

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

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