NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 60.750 60.875 0.125 0.2% 59.550
High 61.800 61.725 -0.075 -0.1% 61.800
Low 60.550 60.675 0.125 0.2% 57.775
Close 61.140 61.450 0.310 0.5% 61.140
Range 1.250 1.050 -0.200 -16.0% 4.025
ATR 1.885 1.825 -0.060 -3.2% 0.000
Volume 30,231 30,435 204 0.7% 91,578
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 64.433 63.992 62.028
R3 63.383 62.942 61.739
R2 62.333 62.333 61.643
R1 61.892 61.892 61.546 62.113
PP 61.283 61.283 61.283 61.394
S1 60.842 60.842 61.354 61.063
S2 60.233 60.233 61.258
S3 59.183 59.792 61.161
S4 58.133 58.742 60.873
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 72.313 70.752 63.354
R3 68.288 66.727 62.247
R2 64.263 64.263 61.878
R1 62.702 62.702 61.509 63.483
PP 60.238 60.238 60.238 60.629
S1 58.677 58.677 60.771 59.458
S2 56.213 56.213 60.402
S3 52.188 54.652 60.033
S4 48.163 50.627 58.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.800 57.775 4.025 6.6% 1.715 2.8% 91% False False 24,402
10 61.800 57.125 4.675 7.6% 1.850 3.0% 93% False False 14,051
20 61.800 54.600 7.200 11.7% 1.946 3.2% 95% False False 7,499
40 63.650 51.700 11.950 19.4% 1.856 3.0% 82% False False 3,856
60 66.830 51.700 15.130 24.6% 1.276 2.1% 64% False False 2,571
80 66.830 51.700 15.130 24.6% 0.957 1.6% 64% False False 1,928
100 66.830 51.700 15.130 24.6% 0.768 1.2% 64% False False 1,542
120 73.420 51.700 21.720 35.3% 0.640 1.0% 45% False False 1,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.348
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 66.188
2.618 64.474
1.618 63.424
1.000 62.775
0.618 62.374
HIGH 61.725
0.618 61.324
0.500 61.200
0.382 61.076
LOW 60.675
0.618 60.026
1.000 59.625
1.618 58.976
2.618 57.926
4.250 56.213
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 61.367 61.200
PP 61.283 60.950
S1 61.200 60.700

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

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