NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 60.650 61.200 0.550 0.9% 62.375
High 61.500 61.500 0.000 0.0% 62.900
Low 60.650 60.650 0.000 0.0% 60.250
Close 61.050 60.630 -0.420 -0.7% 60.940
Range 0.850 0.850 0.000 0.0% 2.650
ATR 1.221 1.195 -0.027 -2.2% 0.000
Volume 109 144 35 32.1% 410
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.477 62.903 61.098
R3 62.627 62.053 60.864
R2 61.777 61.777 60.786
R1 61.203 61.203 60.708 61.065
PP 60.927 60.927 60.927 60.858
S1 60.353 60.353 60.552 60.215
S2 60.077 60.077 60.474
S3 59.227 59.503 60.396
S4 58.377 58.653 60.163
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 62.300 60.250 2.050 3.4% 1.055 1.7% 19% False False 117
10 64.725 60.250 4.475 7.4% 1.153 1.9% 8% False False 77
20 64.725 59.925 4.800 7.9% 1.265 2.1% 15% False False 62
40 64.725 56.300 8.425 13.9% 0.868 1.4% 51% False False 33
60 65.670 53.100 12.570 20.7% 0.803 1.3% 60% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.273
Fibonacci Retracements and Extensions
4.250 65.113
2.618 63.725
1.618 62.875
1.000 62.350
0.618 62.025
HIGH 61.500
0.618 61.175
0.500 61.075
0.382 60.975
LOW 60.650
0.618 60.125
1.000 59.800
1.618 59.275
2.618 58.425
4.250 57.038
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 61.075 61.238
PP 60.927 61.035
S1 60.778 60.833

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

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