NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 63.100 64.000 0.900 1.4% 63.500
High 64.400 64.500 0.100 0.2% 64.550
Low 63.100 63.825 0.725 1.1% 62.100
Close 64.210 64.210 0.000 0.0% 63.600
Range 1.300 0.675 -0.625 -48.1% 2.450
ATR 1.236 1.196 -0.040 -3.2% 0.000
Volume 38 48 10 26.3% 301
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.203 65.882 64.581
R3 65.528 65.207 64.396
R2 64.853 64.853 64.334
R1 64.532 64.532 64.272 64.693
PP 64.178 64.178 64.178 64.259
S1 63.857 63.857 64.148 64.018
S2 63.503 63.503 64.086
S3 62.828 63.182 64.024
S4 62.153 62.507 63.839
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 64.500 61.750 2.750 4.3% 0.970 1.5% 89% True False 67
10 64.550 61.750 2.800 4.4% 1.220 1.9% 88% False False 53
20 64.550 59.500 5.050 7.9% 1.084 1.7% 93% False False 30
40 64.550 53.100 11.450 17.8% 0.889 1.4% 97% False False 17
60 66.620 53.100 13.520 21.1% 0.645 1.0% 82% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.188
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.369
2.618 66.267
1.618 65.592
1.000 65.175
0.618 64.917
HIGH 64.500
0.618 64.242
0.500 64.163
0.382 64.083
LOW 63.825
0.618 63.408
1.000 63.150
1.618 62.733
2.618 62.058
4.250 60.956
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 64.194 63.890
PP 64.178 63.570
S1 64.163 63.250

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

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