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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.243
Widest range in 12 trading days
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

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

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