NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 58.550 59.550 1.000 1.7% 60.375
High 59.900 59.850 -0.050 -0.1% 60.375
Low 58.075 57.775 -0.300 -0.5% 57.125
Close 59.700 58.900 -0.800 -1.3% 59.700
Range 1.825 2.075 0.250 13.7% 3.250
ATR 1.897 1.909 0.013 0.7% 0.000
Volume 5,818 14,711 8,893 152.9% 18,503
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.067 64.058 60.041
R3 62.992 61.983 59.471
R2 60.917 60.917 59.280
R1 59.908 59.908 59.090 59.375
PP 58.842 58.842 58.842 58.575
S1 57.833 57.833 58.710 57.300
S2 56.767 56.767 58.520
S3 54.692 55.758 58.329
S4 52.617 53.683 57.759
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 68.817 67.508 61.488
R3 65.567 64.258 60.594
R2 62.317 62.317 60.296
R1 61.008 61.008 59.998 60.038
PP 59.067 59.067 59.067 58.581
S1 57.758 57.758 59.402 56.788
S2 55.817 55.817 59.104
S3 52.567 54.508 58.806
S4 49.317 51.258 57.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.325 57.125 3.200 5.4% 1.955 3.3% 55% False False 6,277
10 61.350 57.125 4.225 7.2% 1.983 3.4% 42% False False 3,795
20 61.350 53.450 7.900 13.4% 1.980 3.4% 69% False False 2,302
40 65.100 51.700 13.400 22.8% 1.728 2.9% 54% False False 1,174
60 66.830 51.700 15.130 25.7% 1.168 2.0% 48% False False 783
80 66.830 51.700 15.130 25.7% 0.878 1.5% 48% False False 587
100 67.000 51.700 15.300 26.0% 0.703 1.2% 47% False False 469
120 74.570 51.700 22.870 38.8% 0.586 1.0% 31% False False 391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.360
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.669
2.618 65.282
1.618 63.207
1.000 61.925
0.618 61.132
HIGH 59.850
0.618 59.057
0.500 58.813
0.382 58.568
LOW 57.775
0.618 56.493
1.000 55.700
1.618 54.418
2.618 52.343
4.250 48.956
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 58.871 58.771
PP 58.842 58.642
S1 58.813 58.513

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

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