NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 62.000 63.100 1.100 1.8% 63.500
High 63.000 64.400 1.400 2.2% 64.550
Low 62.000 63.100 1.100 1.8% 62.100
Close 62.990 64.210 1.220 1.9% 63.600
Range 1.000 1.300 0.300 30.0% 2.450
ATR 1.223 1.236 0.013 1.1% 0.000
Volume 109 38 -71 -65.1% 301
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.803 67.307 64.925
R3 66.503 66.007 64.568
R2 65.203 65.203 64.448
R1 64.707 64.707 64.329 64.955
PP 63.903 63.903 63.903 64.028
S1 63.407 63.407 64.091 63.655
S2 62.603 62.603 63.972
S3 61.303 62.107 63.853
S4 60.003 60.807 63.495
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% 1.155 1.8% 88% False False 72
10 64.550 61.400 3.150 4.9% 1.300 2.0% 89% False False 49
20 64.550 59.500 5.050 7.9% 1.100 1.7% 93% False False 28
40 64.550 53.100 11.450 17.8% 0.872 1.4% 97% False False 16
60 66.620 53.100 13.520 21.1% 0.635 1.0% 82% False False 11
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 0.178
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.925
2.618 67.803
1.618 66.503
1.000 65.700
0.618 65.203
HIGH 64.400
0.618 63.903
0.500 63.750
0.382 63.597
LOW 63.100
0.618 62.297
1.000 61.800
1.618 60.997
2.618 59.697
4.250 57.575
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 64.057 63.832
PP 63.903 63.453
S1 63.750 63.075

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

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