NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 61.050 61.550 0.500 0.8% 62.375
High 61.550 63.325 1.775 2.9% 62.900
Low 60.775 61.425 0.650 1.1% 60.250
Close 61.110 63.020 1.910 3.1% 60.940
Range 0.775 1.900 1.125 145.2% 2.650
ATR 1.175 1.249 0.074 6.3% 0.000
Volume 390 331 -59 -15.1% 410
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.290 67.555 64.065
R3 66.390 65.655 63.543
R2 64.490 64.490 63.368
R1 63.755 63.755 63.194 64.123
PP 62.590 62.590 62.590 62.774
S1 61.855 61.855 62.846 62.223
S2 60.690 60.690 62.672
S3 58.790 59.955 62.498
S4 56.890 58.055 61.975
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 63.325 60.250 3.075 4.9% 1.270 2.0% 90% True False 206
10 64.725 60.250 4.475 7.1% 1.223 1.9% 62% False False 140
20 64.725 60.250 4.475 7.1% 1.221 1.9% 62% False False 97
40 64.725 56.575 8.150 12.9% 0.913 1.4% 79% False False 51
60 64.725 53.100 11.625 18.4% 0.848 1.3% 85% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.295
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.400
2.618 68.299
1.618 66.399
1.000 65.225
0.618 64.499
HIGH 63.325
0.618 62.599
0.500 62.375
0.382 62.151
LOW 61.425
0.618 60.251
1.000 59.525
1.618 58.351
2.618 56.451
4.250 53.350
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 62.805 62.676
PP 62.590 62.332
S1 62.375 61.988

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

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