NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 64.100 62.840 -1.260 -2.0% 63.440
High 64.100 62.840 -1.260 -2.0% 65.490
Low 61.900 62.840 0.940 1.5% 63.440
Close 63.350 62.840 -0.510 -0.8% 64.210
Range 2.200 0.000 -2.200 -100.0% 2.050
ATR 1.010 0.975 -0.036 -3.5% 0.000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 62.840 62.840 62.840
R3 62.840 62.840 62.840
R2 62.840 62.840 62.840
R1 62.840 62.840 62.840 62.840
PP 62.840 62.840 62.840 62.840
S1 62.840 62.840 62.840 62.840
S2 62.840 62.840 62.840
S3 62.840 62.840 62.840
S4 62.840 62.840 62.840
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.530 69.420 65.338
R3 68.480 67.370 64.774
R2 66.430 66.430 64.586
R1 65.320 65.320 64.398 65.875
PP 64.380 64.380 64.380 64.658
S1 63.270 63.270 64.022 63.825
S2 62.330 62.330 63.834
S3 60.280 61.220 63.646
S4 58.230 59.170 63.083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.210 61.900 2.310 3.7% 0.880 1.4% 41% False False 1
10 65.490 61.900 3.590 5.7% 0.440 0.7% 26% False False 1
20 65.490 61.240 4.250 6.8% 0.220 0.4% 38% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.840
2.618 62.840
1.618 62.840
1.000 62.840
0.618 62.840
HIGH 62.840
0.618 62.840
0.500 62.840
0.382 62.840
LOW 62.840
0.618 62.840
1.000 62.840
1.618 62.840
2.618 62.840
4.250 62.840
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 62.840 63.000
PP 62.840 62.947
S1 62.840 62.893

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

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