NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 66.730 66.750 0.020 0.0% 63.260
High 66.730 66.750 0.020 0.0% 65.500
Low 66.730 66.750 0.020 0.0% 62.840
Close 66.730 67.070 0.340 0.5% 65.550
Range
ATR 0.696 0.648 -0.048 -6.9% 0.000
Volume 1 1 0 0.0% 10
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.857 66.963 67.070
R3 66.857 66.963 67.070
R2 66.857 66.857 67.070
R1 66.963 66.963 67.070 66.910
PP 66.857 66.857 66.857 66.830
S1 66.963 66.963 67.070 66.910
S2 66.857 66.857 67.070
S3 66.857 66.963 67.070
S4 66.857 66.963 67.070
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.610 71.740 67.013
R3 69.950 69.080 66.282
R2 67.290 67.290 66.038
R1 66.420 66.420 65.794 66.855
PP 64.630 64.630 64.630 64.848
S1 63.760 63.760 65.306 64.195
S2 61.970 61.970 65.062
S3 59.310 61.100 64.819
S4 56.650 58.440 64.087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.750 63.390 3.360 5.0% 0.000 0.0% 110% True False 1
10 66.750 62.840 3.910 5.8% 0.003 0.0% 108% True False 1
20 66.750 62.840 3.910 5.8% 0.001 0.0% 108% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Fibonacci Retracements and Extensions
4.250 66.750
2.618 66.750
1.618 66.750
1.000 66.750
0.618 66.750
HIGH 66.750
0.618 66.750
0.500 66.750
0.382 66.750
LOW 66.750
0.618 66.750
1.000 66.750
1.618 66.750
2.618 66.750
4.250 66.750
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 66.963 66.755
PP 66.857 66.440
S1 66.750 66.125

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

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