NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 60.375 58.600 -1.775 -2.9% 60.000
High 60.375 60.325 -0.050 -0.1% 61.350
Low 58.150 58.050 -0.100 -0.2% 57.825
Close 58.630 59.850 1.220 2.1% 60.630
Range 2.225 2.275 0.050 2.2% 3.525
ATR 1.889 1.916 0.028 1.5% 0.000
Volume 1,829 2,885 1,056 57.7% 5,648
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 66.233 65.317 61.101
R3 63.958 63.042 60.476
R2 61.683 61.683 60.267
R1 60.767 60.767 60.059 61.225
PP 59.408 59.408 59.408 59.638
S1 58.492 58.492 59.641 58.950
S2 57.133 57.133 59.433
S3 54.858 56.217 59.224
S4 52.583 53.942 58.599
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 70.510 69.095 62.569
R3 66.985 65.570 61.599
R2 63.460 63.460 61.276
R1 62.045 62.045 60.953 62.753
PP 59.935 59.935 59.935 60.289
S1 58.520 58.520 60.307 59.228
S2 56.410 56.410 59.984
S3 52.885 54.995 59.661
S4 49.360 51.470 58.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.350 57.825 3.525 5.9% 2.175 3.6% 57% False False 1,646
10 61.350 56.525 4.825 8.1% 1.985 3.3% 69% False False 1,299
20 61.350 51.700 9.650 16.1% 2.040 3.4% 84% False False 907
40 65.490 51.700 13.790 23.0% 1.564 2.6% 59% False False 462
60 66.830 51.700 15.130 25.3% 1.043 1.7% 54% False False 308
80 66.830 51.700 15.130 25.3% 0.785 1.3% 54% False False 231
100 67.000 51.700 15.300 25.6% 0.628 1.0% 53% False False 184
120 76.430 51.700 24.730 41.3% 0.523 0.9% 33% False False 154
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 0.480
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.994
2.618 66.281
1.618 64.006
1.000 62.600
0.618 61.731
HIGH 60.325
0.618 59.456
0.500 59.188
0.382 58.919
LOW 58.050
0.618 56.644
1.000 55.775
1.618 54.369
2.618 52.094
4.250 48.381
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 59.629 59.800
PP 59.408 59.750
S1 59.188 59.700

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

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