NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 62.375 62.100 -0.275 -0.4% 63.175
High 62.575 62.900 0.325 0.5% 64.725
Low 61.650 61.500 -0.150 -0.2% 61.750
Close 61.950 61.520 -0.430 -0.7% 62.820
Range 0.925 1.400 0.475 51.4% 2.975
ATR 1.244 1.255 0.011 0.9% 0.000
Volume 29 46 17 58.6% 236
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.173 65.247 62.290
R3 64.773 63.847 61.905
R2 63.373 63.373 61.777
R1 62.447 62.447 61.648 62.210
PP 61.973 61.973 61.973 61.855
S1 61.047 61.047 61.392 60.810
S2 60.573 60.573 61.263
S3 59.173 59.647 61.135
S4 57.773 58.247 60.750
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 61.500 3.225 5.2% 1.250 2.0% 1% False True 36
10 64.725 61.500 3.225 5.2% 1.273 2.1% 1% False True 53
20 64.725 59.500 5.225 8.5% 1.079 1.8% 39% False False 34
40 64.725 53.100 11.625 18.9% 0.896 1.5% 72% False False 19
60 66.620 53.100 13.520 22.0% 0.715 1.2% 62% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.850
2.618 66.565
1.618 65.165
1.000 64.300
0.618 63.765
HIGH 62.900
0.618 62.365
0.500 62.200
0.382 62.035
LOW 61.500
0.618 60.635
1.000 60.100
1.618 59.235
2.618 57.835
4.250 55.550
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 62.200 63.113
PP 61.973 62.582
S1 61.747 62.051

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

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