NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 61.250 62.175 0.925 1.5% 62.525
High 62.125 63.475 1.350 2.2% 63.650
Low 61.025 62.025 1.000 1.6% 61.200
Close 62.100 63.250 1.150 1.9% 62.770
Range 1.100 1.450 0.350 31.8% 2.450
ATR 1.554 1.546 -0.007 -0.5% 0.000
Volume 1,289 620 -669 -51.9% 4,237
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.267 66.708 64.048
R3 65.817 65.258 63.649
R2 64.367 64.367 63.516
R1 63.808 63.808 63.383 64.088
PP 62.917 62.917 62.917 63.056
S1 62.358 62.358 63.117 62.638
S2 61.467 61.467 62.984
S3 60.017 60.908 62.851
S4 58.567 59.458 62.453
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 4.5% 1.370 2.2% 86% False False 773
10 63.650 60.500 3.150 5.0% 1.470 2.3% 87% False False 848
20 63.650 57.850 5.800 9.2% 1.610 2.5% 93% False False 473
40 63.650 53.000 10.650 16.8% 1.411 2.2% 96% False False 243
60 66.120 53.000 13.120 20.7% 0.940 1.5% 78% False False 162
80 67.460 53.000 14.460 22.9% 0.705 1.1% 71% False False 121
100 67.460 53.000 14.460 22.9% 0.564 0.9% 71% False False 97
120 68.950 53.000 15.950 25.2% 0.470 0.7% 64% False False 81
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 True
Bear Hook False
Bull Hook False
Stretch 0.318
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.638
2.618 67.271
1.618 65.821
1.000 64.925
0.618 64.371
HIGH 63.475
0.618 62.921
0.500 62.750
0.382 62.579
LOW 62.025
0.618 61.129
1.000 60.575
1.618 59.679
2.618 58.229
4.250 55.863
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 63.083 62.879
PP 62.917 62.508
S1 62.750 62.138

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

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