NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 58.925 60.025 1.100 1.9% 60.375
High 60.625 61.250 0.625 1.0% 60.375
Low 58.075 59.600 1.525 2.6% 57.125
Close 60.075 60.950 0.875 1.5% 59.700
Range 2.550 1.650 -0.900 -35.3% 3.250
ATR 1.955 1.933 -0.022 -1.1% 0.000
Volume 20,597 26,039 5,442 26.4% 18,503
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.550 64.900 61.858
R3 63.900 63.250 61.404
R2 62.250 62.250 61.253
R1 61.600 61.600 61.101 61.925
PP 60.600 60.600 60.600 60.763
S1 59.950 59.950 60.799 60.275
S2 58.950 58.950 60.648
S3 57.300 58.300 60.496
S4 55.650 56.650 60.043
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 61.250 57.125 4.125 6.8% 1.995 3.3% 93% True False 14,218
10 61.350 57.125 4.225 6.9% 2.010 3.3% 91% False False 8,223
20 61.350 54.600 6.750 11.1% 1.976 3.2% 94% False False 4,557
40 63.650 51.700 11.950 19.6% 1.817 3.0% 77% False False 2,339
60 66.830 51.700 15.130 24.8% 1.238 2.0% 61% False False 1,560
80 66.830 51.700 15.130 24.8% 0.931 1.5% 61% False False 1,170
100 67.000 51.700 15.300 25.1% 0.745 1.2% 60% False False 936
120 74.460 51.700 22.760 37.3% 0.621 1.0% 41% False False 780
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.393
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 68.263
2.618 65.570
1.618 63.920
1.000 62.900
0.618 62.270
HIGH 61.250
0.618 60.620
0.500 60.425
0.382 60.230
LOW 59.600
0.618 58.580
1.000 57.950
1.618 56.930
2.618 55.280
4.250 52.588
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 60.775 60.471
PP 60.600 59.992
S1 60.425 59.513

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

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