NYMEX miNY Light Sweet Crude Oil Future September 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 68.600 68.960 0.360 0.5% 66.730
High 68.600 68.960 0.360 0.5% 69.575
Low 68.600 68.960 0.360 0.5% 66.730
Close 68.550 68.960 0.410 0.6% 69.080
Range
ATR 0.688 0.668 -0.020 -2.9% 0.000
Volume 21 1 -20 -95.2% 5
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 68.960 68.960 68.960
R3 68.960 68.960 68.960
R2 68.960 68.960 68.960
R1 68.960 68.960 68.960 68.960
PP 68.960 68.960 68.960 68.960
S1 68.960 68.960 68.960 68.960
S2 68.960 68.960 68.960
S3 68.960 68.960 68.960
S4 68.960 68.960 68.960
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 76.997 75.883 70.645
R3 74.152 73.038 69.862
R2 71.307 71.307 69.602
R1 70.193 70.193 69.341 70.750
PP 68.462 68.462 68.462 68.740
S1 67.348 67.348 68.819 67.905
S2 65.617 65.617 68.558
S3 62.772 64.503 68.298
S4 59.927 61.658 67.515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.575 68.600 0.975 1.4% 0.195 0.3% 37% False False 9
10 69.575 65.150 4.425 6.4% 0.098 0.1% 86% False False 5
20 69.575 62.840 6.735 9.8% 0.050 0.1% 91% False False 3
40 69.575 60.960 8.615 12.5% 0.029 0.0% 93% False False 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Fibonacci Retracements and Extensions
4.250 68.960
2.618 68.960
1.618 68.960
1.000 68.960
0.618 68.960
HIGH 68.960
0.618 68.960
0.500 68.960
0.382 68.960
LOW 68.960
0.618 68.960
1.000 68.960
1.618 68.960
2.618 68.960
4.250 68.960
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 68.960 68.985
PP 68.960 68.977
S1 68.960 68.968

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

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