NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 59.550 58.925 -0.625 -1.0% 60.375
High 59.850 60.625 0.775 1.3% 60.375
Low 57.775 58.075 0.300 0.5% 57.125
Close 58.900 60.075 1.175 2.0% 59.700
Range 2.075 2.550 0.475 22.9% 3.250
ATR 1.909 1.955 0.046 2.4% 0.000
Volume 14,711 20,597 5,886 40.0% 18,503
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 67.242 66.208 61.478
R3 64.692 63.658 60.776
R2 62.142 62.142 60.543
R1 61.108 61.108 60.309 61.625
PP 59.592 59.592 59.592 59.850
S1 58.558 58.558 59.841 59.075
S2 57.042 57.042 59.608
S3 54.492 56.008 59.374
S4 51.942 53.458 58.673
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 60.625 57.125 3.500 5.8% 2.010 3.3% 84% True False 9,819
10 61.350 57.125 4.225 7.0% 2.093 3.5% 70% False False 5,733
20 61.350 54.425 6.925 11.5% 1.983 3.3% 82% False False 3,283
40 64.275 51.700 12.575 20.9% 1.776 3.0% 67% False False 1,689
60 66.830 51.700 15.130 25.2% 1.210 2.0% 55% False False 1,126
80 66.830 51.700 15.130 25.2% 0.910 1.5% 55% False False 844
100 67.000 51.700 15.300 25.5% 0.728 1.2% 55% False False 675
120 74.460 51.700 22.760 37.9% 0.607 1.0% 37% False False 563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.405
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.463
2.618 67.301
1.618 64.751
1.000 63.175
0.618 62.201
HIGH 60.625
0.618 59.651
0.500 59.350
0.382 59.049
LOW 58.075
0.618 56.499
1.000 55.525
1.618 53.949
2.618 51.399
4.250 47.238
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 59.833 59.783
PP 59.592 59.492
S1 59.350 59.200

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

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