NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 63.800 63.925 0.125 0.2% 63.500
High 64.550 63.925 -0.625 -1.0% 64.550
Low 62.950 63.475 0.525 0.8% 62.100
Close 64.060 63.600 -0.460 -0.7% 63.600
Range 1.600 0.450 -1.150 -71.9% 2.450
ATR 1.240 1.193 -0.047 -3.8% 0.000
Volume 72 125 53 73.6% 301
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.017 64.758 63.848
R3 64.567 64.308 63.724
R2 64.117 64.117 63.683
R1 63.858 63.858 63.641 63.763
PP 63.667 63.667 63.667 63.619
S1 63.408 63.408 63.559 63.313
S2 63.217 63.217 63.518
S3 62.767 62.958 63.476
S4 62.317 62.508 63.353
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.767 69.633 64.948
R3 68.317 67.183 64.274
R2 65.867 65.867 64.049
R1 64.733 64.733 63.825 65.300
PP 63.417 63.417 63.417 63.700
S1 62.283 62.283 63.375 62.850
S2 60.967 60.967 63.151
S3 58.517 59.833 62.926
S4 56.067 57.383 62.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.550 62.100 2.450 3.9% 1.335 2.1% 61% False False 60
10 64.550 59.500 5.050 7.9% 1.290 2.0% 81% False False 36
20 64.550 59.500 5.050 7.9% 0.973 1.5% 81% False False 20
40 64.550 53.100 11.450 18.0% 0.805 1.3% 92% False False 12
60 67.125 53.100 14.025 22.1% 0.585 0.9% 75% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.178
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 65.838
2.618 65.103
1.618 64.653
1.000 64.375
0.618 64.203
HIGH 63.925
0.618 63.753
0.500 63.700
0.382 63.647
LOW 63.475
0.618 63.197
1.000 63.025
1.618 62.747
2.618 62.297
4.250 61.563
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 63.700 63.508
PP 63.667 63.417
S1 63.633 63.325

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

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