NYMEX miNY Light Sweet Crude Oil Future September 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 63.750 63.825 0.075 0.1% 63.910
High 63.750 63.850 0.100 0.2% 65.920
Low 63.750 63.825 0.075 0.1% 63.910
Close 63.860 63.350 -0.510 -0.8% 64.670
Range 0.000 0.025 0.025 2.010
ATR 0.737 0.687 -0.050 -6.8% 0.000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.750 63.575 63.364
R3 63.725 63.550 63.357
R2 63.700 63.700 63.355
R1 63.525 63.525 63.352 63.600
PP 63.675 63.675 63.675 63.713
S1 63.500 63.500 63.348 63.575
S2 63.650 63.650 63.345
S3 63.625 63.475 63.343
S4 63.600 63.450 63.336
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.863 69.777 65.776
R3 68.853 67.767 65.223
R2 66.843 66.843 65.039
R1 65.757 65.757 64.854 66.300
PP 64.833 64.833 64.833 65.105
S1 63.747 63.747 64.486 64.290
S2 62.823 62.823 64.302
S3 60.813 61.737 64.117
S4 58.803 59.727 63.565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.670 63.750 0.920 1.5% 0.005 0.0% -43% False False 1
10 65.920 63.750 2.170 3.4% 0.003 0.0% -18% False False 1
20 66.225 61.200 5.025 7.9% 0.009 0.0% 43% False False 1
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 63.956
2.618 63.915
1.618 63.890
1.000 63.875
0.618 63.865
HIGH 63.850
0.618 63.840
0.500 63.838
0.382 63.835
LOW 63.825
0.618 63.810
1.000 63.800
1.618 63.785
2.618 63.760
4.250 63.719
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 63.838 63.825
PP 63.675 63.667
S1 63.513 63.508

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

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