NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Mar-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2007 | 
                    16-Mar-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        61.950 | 
                        61.175 | 
                        -0.775 | 
                        -1.3% | 
                        62.375 | 
                     
                    
                        | High | 
                        62.300 | 
                        62.225 | 
                        -0.075 | 
                        -0.1% | 
                        62.900 | 
                     
                    
                        | Low | 
                        61.275 | 
                        60.250 | 
                        -1.025 | 
                        -1.7% | 
                        60.250 | 
                     
                    
                        | Close | 
                        61.230 | 
                        60.940 | 
                        -0.290 | 
                        -0.5% | 
                        60.940 | 
                     
                    
                        | Range | 
                        1.025 | 
                        1.975 | 
                        0.950 | 
                        92.7% | 
                        2.650 | 
                     
                    
                        | ATR | 
                        1.194 | 
                        1.250 | 
                        0.056 | 
                        4.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        203 | 
                        58 | 
                        -145 | 
                        -71.4% | 
                        410 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.063 | 
                65.977 | 
                62.026 | 
                 | 
             
            
                | R3 | 
                65.088 | 
                64.002 | 
                61.483 | 
                 | 
             
            
                | R2 | 
                63.113 | 
                63.113 | 
                61.302 | 
                 | 
             
            
                | R1 | 
                62.027 | 
                62.027 | 
                61.121 | 
                61.583 | 
             
            
                | PP | 
                61.138 | 
                61.138 | 
                61.138 | 
                60.916 | 
             
            
                | S1 | 
                60.052 | 
                60.052 | 
                60.759 | 
                59.608 | 
             
            
                | S2 | 
                59.163 | 
                59.163 | 
                60.578 | 
                 | 
             
            
                | S3 | 
                57.188 | 
                58.077 | 
                60.397 | 
                 | 
             
            
                | S4 | 
                55.213 | 
                56.102 | 
                59.854 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.313 | 
                67.777 | 
                62.398 | 
                 | 
             
            
                | R3 | 
                66.663 | 
                65.127 | 
                61.669 | 
                 | 
             
            
                | R2 | 
                64.013 | 
                64.013 | 
                61.426 | 
                 | 
             
            
                | R1 | 
                62.477 | 
                62.477 | 
                61.183 | 
                61.920 | 
             
            
                | PP | 
                61.363 | 
                61.363 | 
                61.363 | 
                61.085 | 
             
            
                | S1 | 
                59.827 | 
                59.827 | 
                60.697 | 
                59.270 | 
             
            
                | S2 | 
                58.713 | 
                58.713 | 
                60.454 | 
                 | 
             
            
                | S3 | 
                56.063 | 
                57.177 | 
                60.211 | 
                 | 
             
            
                | S4 | 
                53.413 | 
                54.527 | 
                59.483 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                62.900 | 
                60.250 | 
                2.650 | 
                4.3% | 
                1.180 | 
                1.9% | 
                26% | 
                False | 
                True | 
                82 | 
                 
                
                | 10 | 
                64.725 | 
                60.250 | 
                4.475 | 
                7.3% | 
                1.225 | 
                2.0% | 
                15% | 
                False | 
                True | 
                64 | 
                 
                
                | 20 | 
                64.725 | 
                59.500 | 
                5.225 | 
                8.6% | 
                1.258 | 
                2.1% | 
                28% | 
                False | 
                False | 
                50 | 
                 
                
                | 40 | 
                64.725 | 
                55.200 | 
                9.525 | 
                15.6% | 
                0.910 | 
                1.5% | 
                60% | 
                False | 
                False | 
                27 | 
                 
                
                | 60 | 
                66.620 | 
                53.100 | 
                13.520 | 
                22.2% | 
                0.775 | 
                1.3% | 
                58% | 
                False | 
                False | 
                19 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            70.619 | 
         
        
            | 
2.618             | 
            67.396 | 
         
        
            | 
1.618             | 
            65.421 | 
         
        
            | 
1.000             | 
            64.200 | 
         
        
            | 
0.618             | 
            63.446 | 
         
        
            | 
HIGH             | 
            62.225 | 
         
        
            | 
0.618             | 
            61.471 | 
         
        
            | 
0.500             | 
            61.238 | 
         
        
            | 
0.382             | 
            61.004 | 
         
        
            | 
LOW             | 
            60.250 | 
         
        
            | 
0.618             | 
            59.029 | 
         
        
            | 
1.000             | 
            58.275 | 
         
        
            | 
1.618             | 
            57.054 | 
         
        
            | 
2.618             | 
            55.079 | 
         
        
            | 
4.250             | 
            51.856 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                61.238 | 
                                61.275 | 
                             
                            
                                | PP | 
                                61.138 | 
                                61.163 | 
                             
                            
                                | S1 | 
                                61.039 | 
                                61.052 | 
                             
             
         |