NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 60.750 60.475 -0.275 -0.5% 62.375
High 61.775 60.750 -1.025 -1.7% 63.725
Low 59.975 59.875 -0.100 -0.2% 60.800
Close 60.400 60.400 0.000 0.0% 61.750
Range 1.800 0.875 -0.925 -51.4% 2.925
ATR 1.539 1.492 -0.047 -3.1% 0.000
Volume 1,600 1,326 -274 -17.1% 3,720
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 62.967 62.558 60.881
R3 62.092 61.683 60.641
R2 61.217 61.217 60.560
R1 60.808 60.808 60.480 60.575
PP 60.342 60.342 60.342 60.225
S1 59.933 59.933 60.320 59.700
S2 59.467 59.467 60.240
S3 58.592 59.058 60.159
S4 57.717 58.183 59.919
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.867 69.233 63.359
R3 67.942 66.308 62.554
R2 65.017 65.017 62.286
R1 63.383 63.383 62.018 62.738
PP 62.092 62.092 62.092 61.769
S1 60.458 60.458 61.482 59.813
S2 59.167 59.167 61.214
S3 56.242 57.533 60.946
S4 53.317 54.608 60.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.725 59.875 3.850 6.4% 1.365 2.3% 14% False True 1,037
10 63.725 59.875 3.850 6.4% 1.368 2.3% 14% False True 905
20 63.725 57.850 5.875 9.7% 1.493 2.5% 43% False False 715
40 63.725 53.400 10.325 17.1% 1.518 2.5% 68% False False 373
60 66.120 53.000 13.120 21.7% 1.054 1.7% 56% False False 249
80 67.460 53.000 14.460 23.9% 0.791 1.3% 51% False False 186
100 67.460 53.000 14.460 23.9% 0.633 1.0% 51% False False 149
120 67.460 53.000 14.460 23.9% 0.527 0.9% 51% False False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.313
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 64.469
2.618 63.041
1.618 62.166
1.000 61.625
0.618 61.291
HIGH 60.750
0.618 60.416
0.500 60.313
0.382 60.209
LOW 59.875
0.618 59.334
1.000 59.000
1.618 58.459
2.618 57.584
4.250 56.156
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 60.371 60.825
PP 60.342 60.683
S1 60.313 60.542

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

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