NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 64.000 64.725 0.725 1.1% 63.175
High 64.500 64.725 0.225 0.3% 64.725
Low 63.825 62.775 -1.050 -1.6% 61.750
Close 64.210 62.820 -1.390 -2.2% 62.820
Range 0.675 1.950 1.275 188.9% 2.975
ATR 1.196 1.250 0.054 4.5% 0.000
Volume 48 23 -25 -52.1% 236
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.290 68.005 63.893
R3 67.340 66.055 63.356
R2 65.390 65.390 63.178
R1 64.105 64.105 62.999 63.773
PP 63.440 63.440 63.440 63.274
S1 62.155 62.155 62.641 61.823
S2 61.490 61.490 62.463
S3 59.540 60.205 62.284
S4 57.590 58.255 61.748
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.023 70.397 64.456
R3 69.048 67.422 63.638
R2 66.073 66.073 63.365
R1 64.447 64.447 63.093 63.773
PP 63.098 63.098 63.098 62.761
S1 61.472 61.472 62.547 60.798
S2 60.123 60.123 62.275
S3 57.148 58.497 62.002
S4 54.173 55.522 61.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.725 61.750 2.975 4.7% 1.270 2.0% 36% True False 47
10 64.725 61.750 2.975 4.7% 1.303 2.1% 36% True False 53
20 64.725 59.500 5.225 8.3% 1.124 1.8% 64% True False 31
40 64.725 53.100 11.625 18.5% 0.904 1.4% 84% True False 18
60 66.620 53.100 13.520 21.5% 0.677 1.1% 72% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.170
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.013
2.618 69.830
1.618 67.880
1.000 66.675
0.618 65.930
HIGH 64.725
0.618 63.980
0.500 63.750
0.382 63.520
LOW 62.775
0.618 61.570
1.000 60.825
1.618 59.620
2.618 57.670
4.250 54.488
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 63.750 63.750
PP 63.440 63.440
S1 63.130 63.130

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

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