NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 61.425 62.975 1.550 2.5% 60.500
High 63.250 63.650 0.400 0.6% 63.000
Low 61.425 62.025 0.600 1.0% 58.650
Close 63.060 63.180 0.120 0.2% 62.350
Range 1.825 1.625 -0.200 -11.0% 4.350
ATR 1.592 1.594 0.002 0.1% 0.000
Volume 760 820 60 7.9% 2,547
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.827 67.128 64.074
R3 66.202 65.503 63.627
R2 64.577 64.577 63.478
R1 63.878 63.878 63.329 64.228
PP 62.952 62.952 62.952 63.126
S1 62.253 62.253 63.031 62.603
S2 61.327 61.327 62.882
S3 59.702 60.628 62.733
S4 58.077 59.003 62.286
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.383 72.717 64.743
R3 70.033 68.367 63.546
R2 65.683 65.683 63.148
R1 64.017 64.017 62.749 64.850
PP 61.333 61.333 61.333 61.750
S1 59.667 59.667 61.951 60.500
S2 56.983 56.983 61.553
S3 52.633 55.317 61.154
S4 48.283 50.967 59.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.650 61.200 2.450 3.9% 1.550 2.5% 81% True False 953
10 63.650 58.650 5.000 7.9% 1.615 2.6% 91% True False 602
20 63.650 57.850 5.800 9.2% 1.646 2.6% 92% True False 325
40 63.650 53.000 10.650 16.9% 1.280 2.0% 96% True False 167
60 66.650 53.000 13.650 21.6% 0.853 1.4% 75% False False 111
80 67.460 53.000 14.460 22.9% 0.640 1.0% 70% False False 83
100 67.460 53.000 14.460 22.9% 0.512 0.8% 70% False False 67
120 72.220 53.000 19.220 30.4% 0.427 0.7% 53% False False 55
Crabel Price Patterns
NR True
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 0.310
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.556
2.618 67.904
1.618 66.279
1.000 65.275
0.618 64.654
HIGH 63.650
0.618 63.029
0.500 62.838
0.382 62.646
LOW 62.025
0.618 61.021
1.000 60.400
1.618 59.396
2.618 57.771
4.250 55.119
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 63.066 62.928
PP 62.952 62.677
S1 62.838 62.425

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

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