NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 62.950 62.375 -0.575 -0.9% 62.525
High 63.500 62.375 -1.125 -1.8% 63.650
Low 62.400 60.800 -1.600 -2.6% 61.200
Close 62.770 61.150 -1.620 -2.6% 62.770
Range 1.100 1.575 0.475 43.2% 2.450
ATR 1.559 1.589 0.029 1.9% 0.000
Volume 822 314 -508 -61.8% 4,237
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.167 65.233 62.016
R3 64.592 63.658 61.583
R2 63.017 63.017 61.439
R1 62.083 62.083 61.294 61.763
PP 61.442 61.442 61.442 61.281
S1 60.508 60.508 61.006 60.188
S2 59.867 59.867 60.861
S3 58.292 58.933 60.717
S4 56.717 57.358 60.284
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.890 68.780 64.118
R3 67.440 66.330 63.444
R2 64.990 64.990 63.219
R1 63.880 63.880 62.995 64.435
PP 62.540 62.540 62.540 62.818
S1 61.430 61.430 62.545 61.985
S2 60.090 60.090 62.321
S3 57.640 58.980 62.096
S4 55.190 56.530 61.423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.650 60.800 2.850 4.7% 1.650 2.7% 12% False True 628
10 63.650 58.650 5.000 8.2% 1.653 2.7% 50% False False 703
20 63.650 57.850 5.800 9.5% 1.639 2.7% 57% False False 381
40 63.650 53.000 10.650 17.4% 1.347 2.2% 77% False False 196
60 66.120 53.000 13.120 21.5% 0.898 1.5% 62% False False 130
80 67.460 53.000 14.460 23.6% 0.673 1.1% 56% False False 98
100 67.460 53.000 14.460 23.6% 0.539 0.9% 56% False False 78
120 70.360 53.000 17.360 28.4% 0.449 0.7% 47% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.350
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.069
2.618 66.498
1.618 64.923
1.000 63.950
0.618 63.348
HIGH 62.375
0.618 61.773
0.500 61.588
0.382 61.402
LOW 60.800
0.618 59.827
1.000 59.225
1.618 58.252
2.618 56.677
4.250 54.106
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 61.588 62.225
PP 61.442 61.867
S1 61.296 61.508

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

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