NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 63.175 62.000 -1.175 -1.9% 63.500
High 63.175 63.000 -0.175 -0.3% 64.550
Low 61.750 62.000 0.250 0.4% 62.100
Close 62.180 62.990 0.810 1.3% 63.600
Range 1.425 1.000 -0.425 -29.8% 2.450
ATR 1.240 1.223 -0.017 -1.4% 0.000
Volume 18 109 91 505.6% 301
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.663 65.327 63.540
R3 64.663 64.327 63.265
R2 63.663 63.663 63.173
R1 63.327 63.327 63.082 63.495
PP 62.663 62.663 62.663 62.748
S1 62.327 62.327 62.898 62.495
S2 61.663 61.663 62.807
S3 60.663 61.327 62.715
S4 59.663 60.327 62.440
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 61.750 2.800 4.4% 1.295 2.1% 44% False False 71
10 64.550 59.925 4.625 7.3% 1.378 2.2% 66% False False 47
20 64.550 59.500 5.050 8.0% 1.089 1.7% 69% False False 26
40 64.550 53.100 11.450 18.2% 0.858 1.4% 86% False False 15
60 66.620 53.100 13.520 21.5% 0.615 1.0% 73% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.178
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.250
2.618 65.618
1.618 64.618
1.000 64.000
0.618 63.618
HIGH 63.000
0.618 62.618
0.500 62.500
0.382 62.382
LOW 62.000
0.618 61.382
1.000 61.000
1.618 60.382
2.618 59.382
4.250 57.750
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 62.827 62.939
PP 62.663 62.888
S1 62.500 62.838

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

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