NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 61.725 61.950 0.225 0.4% 63.175
High 61.900 62.300 0.400 0.6% 64.725
Low 61.325 61.275 -0.050 -0.1% 61.750
Close 61.740 61.230 -0.510 -0.8% 62.820
Range 0.575 1.025 0.450 78.3% 2.975
ATR 1.207 1.194 -0.013 -1.1% 0.000
Volume 74 203 129 174.3% 236
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 64.677 63.978 61.794
R3 63.652 62.953 61.512
R2 62.627 62.627 61.418
R1 61.928 61.928 61.324 61.765
PP 61.602 61.602 61.602 61.520
S1 60.903 60.903 61.136 60.740
S2 60.577 60.577 61.042
S3 59.552 59.878 60.948
S4 58.527 58.853 60.666
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 61.275 3.450 5.6% 1.175 1.9% -1% False True 75
10 64.725 61.275 3.450 5.6% 1.073 1.8% -1% False True 71
20 64.725 59.500 5.225 8.5% 1.159 1.9% 33% False False 47
40 64.725 54.500 10.225 16.7% 0.884 1.4% 66% False False 26
60 66.620 53.100 13.520 22.1% 0.742 1.2% 60% False False 18
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 0.150
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.656
2.618 64.983
1.618 63.958
1.000 63.325
0.618 62.933
HIGH 62.300
0.618 61.908
0.500 61.788
0.382 61.667
LOW 61.275
0.618 60.642
1.000 60.250
1.618 59.617
2.618 58.592
4.250 56.919
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 61.788 62.088
PP 61.602 61.802
S1 61.416 61.516

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

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