NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 16-Mar-2007

Day Change Summary
	Previous	Current
	15-Mar-2007	16-Mar-2007	Change	Change %	Previous Week
Open	60.550	59.975	-0.575	-0.9%	61.650
High	61.100	60.975	-0.125	-0.2%	61.775
Low	59.825	58.850	-0.975	-1.6%	58.850
Close	59.975	59.600	-0.375	-0.6%	59.600
Range	1.275	2.125	0.850	66.7%	2.925
ATR	1.476	1.522	0.046	3.1%	0.000
Volume	4,090	2,303	-1,787	-43.7%	10,081

Daily Pivots for day following 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	66.183	65.017	60.769
R3	64.058	62.892	60.184
R2	61.933	61.933	59.990
R1	60.767	60.767	59.795	60.288
PP	59.808	59.808	59.808	59.569
S1	58.642	58.642	59.405	58.163
S2	57.683	57.683	59.210
S3	55.558	56.517	59.016
S4	53.433	54.392	58.431

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	68.850	67.150	61.209
R3	65.925	64.225	60.404
R2	63.000	63.000	60.136
R1	61.300	61.300	59.868	60.688
PP	60.075	60.075	60.075	59.769
S1	58.375	58.375	59.332	57.763
S2	57.150	57.150	59.064
S3	54.225	55.450	58.796
S4	51.300	52.525	57.991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.775	58.850	2.925	4.9%	1.480	2.5%	26%	False	True	2,016
10	63.725	58.850	4.875	8.2%	1.435	2.4%	15%	False	True	1,380
20	63.725	58.650	5.075	8.5%	1.503	2.5%	19%	False	False	1,029
40	63.725	54.075	9.650	16.2%	1.537	2.6%	57%	False	False	532
60	66.120	53.000	13.120	22.0%	1.111	1.9%	50%	False	False	355
80	67.460	53.000	14.460	24.3%	0.833	1.4%	46%	False	False	266
100	67.460	53.000	14.460	24.3%	0.667	1.1%	46%	False	False	213
120	67.460	53.000	14.460	24.3%	0.555	0.9%	46%	False	False	177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.345
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	70.006
2.618	66.538
1.618	64.413
1.000	63.100
0.618	62.288
HIGH	60.975
0.618	60.163
0.500	59.913
0.382	59.662
LOW	58.850
0.618	57.537
1.000	56.725
1.618	55.412
2.618	53.287
4.250	49.819

Fisher Pivots for day following 16-Mar-2007
Pivot	1 day	3 day
R1	59.913	59.975
PP	59.808	59.850
S1	59.704	59.725

Download as Excel Spreadsheet

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

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