NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 62.100 61.725 -0.375 -0.6% 63.175
High 62.900 61.900 -1.000 -1.6% 64.725
Low 61.500 61.325 -0.175 -0.3% 61.750
Close 61.520 61.740 0.220 0.4% 62.820
Range 1.400 0.575 -0.825 -58.9% 2.975
ATR 1.255 1.207 -0.049 -3.9% 0.000
Volume 46 74 28 60.9% 236
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.380 63.135 62.056
R3 62.805 62.560 61.898
R2 62.230 62.230 61.845
R1 61.985 61.985 61.793 62.108
PP 61.655 61.655 61.655 61.716
S1 61.410 61.410 61.687 61.533
S2 61.080 61.080 61.635
S3 60.505 60.835 61.582
S4 59.930 60.260 61.424
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 61.325 3.400 5.5% 1.105 1.8% 12% False True 44
10 64.725 61.325 3.400 5.5% 1.130 1.8% 12% False True 58
20 64.725 59.500 5.225 8.5% 1.108 1.8% 43% False False 37
40 64.725 53.500 11.225 18.2% 0.876 1.4% 73% False False 21
60 66.620 53.100 13.520 21.9% 0.725 1.2% 64% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.190
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 64.344
2.618 63.405
1.618 62.830
1.000 62.475
0.618 62.255
HIGH 61.900
0.618 61.680
0.500 61.613
0.382 61.545
LOW 61.325
0.618 60.970
1.000 60.750
1.618 60.395
2.618 59.820
4.250 58.881
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 61.698 62.113
PP 61.655 61.988
S1 61.613 61.864

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

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