NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 66.050 65.625 -0.425 -0.6% 62.350
High 66.675 65.900 -0.775 -1.2% 66.800
Low 65.075 63.975 -1.100 -1.7% 62.225
Close 65.940 64.640 -1.300 -2.0% 65.870
Range 1.600 1.925 0.325 20.3% 4.575
ATR 1.727 1.744 0.017 1.0% 0.000
Volume 26,504 18,746 -7,758 -29.3% 101,618
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 70.613 69.552 65.699
R3 68.688 67.627 65.169
R2 66.763 66.763 64.993
R1 65.702 65.702 64.816 65.270
PP 64.838 64.838 64.838 64.623
S1 63.777 63.777 64.464 63.345
S2 62.913 62.913 64.287
S3 60.988 61.852 64.111
S4 59.063 59.927 63.581
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 78.690 76.855 68.386
R3 74.115 72.280 67.128
R2 69.540 69.540 66.709
R1 67.705 67.705 66.289 68.623
PP 64.965 64.965 64.965 65.424
S1 63.130 63.130 65.451 64.048
S2 60.390 60.390 65.031
S3 55.815 58.555 64.612
S4 51.240 53.980 63.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.775 63.400 3.375 5.2% 1.855 2.9% 37% False False 22,783
10 66.800 59.200 7.600 11.8% 1.920 3.0% 72% False False 19,303
20 66.800 58.850 7.950 12.3% 1.653 2.6% 73% False False 11,400
40 66.800 57.850 8.950 13.8% 1.642 2.5% 76% False False 5,922
60 66.800 53.000 13.800 21.3% 1.467 2.3% 84% False False 3,952
80 66.800 53.000 13.800 21.3% 1.100 1.7% 84% False False 2,964
100 67.460 53.000 14.460 22.4% 0.880 1.4% 80% False False 2,371
120 67.460 53.000 14.460 22.4% 0.734 1.1% 80% False False 1,976
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 0.433
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.081
2.618 70.940
1.618 69.015
1.000 67.825
0.618 67.090
HIGH 65.900
0.618 65.165
0.500 64.938
0.382 64.710
LOW 63.975
0.618 62.785
1.000 62.050
1.618 60.860
2.618 58.935
4.250 55.794
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 64.938 65.375
PP 64.838 65.130
S1 64.739 64.885

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

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