NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 60.875 61.400 0.525 0.9% 59.550
High 61.725 62.250 0.525 0.9% 61.800
Low 60.675 60.050 -0.625 -1.0% 57.775
Close 61.450 61.460 0.010 0.0% 61.140
Range 1.050 2.200 1.150 109.5% 4.025
ATR 1.825 1.852 0.027 1.5% 0.000
Volume 30,435 23,271 -7,164 -23.5% 91,578
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 67.853 66.857 62.670
R3 65.653 64.657 62.065
R2 63.453 63.453 61.863
R1 62.457 62.457 61.662 62.955
PP 61.253 61.253 61.253 61.503
S1 60.257 60.257 61.258 60.755
S2 59.053 59.053 61.057
S3 56.853 58.057 60.855
S4 54.653 55.857 60.250
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 62.250 58.075 4.175 6.8% 1.740 2.8% 81% True False 26,114
10 62.250 57.125 5.125 8.3% 1.848 3.0% 85% True False 16,195
20 62.250 54.750 7.500 12.2% 1.951 3.2% 89% True False 8,625
40 63.650 51.700 11.950 19.4% 1.911 3.1% 82% False False 4,438
60 66.830 51.700 15.130 24.6% 1.313 2.1% 65% False False 2,959
80 66.830 51.700 15.130 24.6% 0.985 1.6% 65% False False 2,219
100 66.830 51.700 15.130 24.6% 0.790 1.3% 65% False False 1,775
120 73.000 51.700 21.300 34.7% 0.658 1.1% 46% False False 1,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.433
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.600
2.618 68.010
1.618 65.810
1.000 64.450
0.618 63.610
HIGH 62.250
0.618 61.410
0.500 61.150
0.382 60.890
LOW 60.050
0.618 58.690
1.000 57.850
1.618 56.490
2.618 54.290
4.250 50.700
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 61.357 61.357
PP 61.253 61.253
S1 61.150 61.150

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

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