NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 59.500 59.750 0.250 0.4% 56.400
High 60.550 60.300 -0.250 -0.4% 59.850
Low 59.100 57.825 -1.275 -2.2% 54.600
Close 59.440 58.350 -1.090 -1.8% 59.730
Range 1.450 2.475 1.025 70.7% 5.250
ATR 1.780 1.830 0.050 2.8% 0.000
Volume 1,220 1,137 -83 -6.8% 3,831
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.250 64.775 59.711
R3 63.775 62.300 59.031
R2 61.300 61.300 58.804
R1 59.825 59.825 58.577 59.325
PP 58.825 58.825 58.825 58.575
S1 57.350 57.350 58.123 56.850
S2 56.350 56.350 57.896
S3 53.875 54.875 57.669
S4 51.400 52.400 56.989
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 57.825 2.800 4.8% 1.815 3.1% 19% False True 1,045
10 60.625 54.600 6.025 10.3% 1.943 3.3% 62% False False 891
20 60.625 51.700 8.925 15.3% 2.070 3.5% 75% False False 558
40 65.490 51.700 13.790 23.6% 1.354 2.3% 48% False False 284
60 66.830 51.700 15.130 25.9% 0.903 1.5% 44% False False 189
80 66.830 51.700 15.130 25.9% 0.680 1.2% 44% False False 142
100 68.200 51.700 16.500 28.3% 0.544 0.9% 40% False False 113
120 76.570 51.700 24.870 42.6% 0.453 0.8% 27% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.433
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.819
2.618 66.780
1.618 64.305
1.000 62.775
0.618 61.830
HIGH 60.300
0.618 59.355
0.500 59.063
0.382 58.770
LOW 57.825
0.618 56.295
1.000 55.350
1.618 53.820
2.618 51.345
4.250 47.306
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 59.063 59.225
PP 58.825 58.933
S1 58.588 58.642

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

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