NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 61.550 63.500 1.950 3.2% 60.650
High 63.325 63.800 0.475 0.8% 63.800
Low 61.425 62.575 1.150 1.9% 60.650
Close 63.020 63.520 0.500 0.8% 63.520
Range 1.900 1.225 -0.675 -35.5% 3.150
ATR 1.249 1.248 -0.002 -0.1% 0.000
Volume 331 449 118 35.6% 1,423
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.973 66.472 64.194
R3 65.748 65.247 63.857
R2 64.523 64.523 63.745
R1 64.022 64.022 63.632 64.273
PP 63.298 63.298 63.298 63.424
S1 62.797 62.797 63.408 63.048
S2 62.073 62.073 63.295
S3 60.848 61.572 63.183
S4 59.623 60.347 62.846
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.107 70.963 65.253
R3 68.957 67.813 64.386
R2 65.807 65.807 64.098
R1 64.663 64.663 63.809 65.235
PP 62.657 62.657 62.657 62.943
S1 61.513 61.513 63.231 62.085
S2 59.507 59.507 62.943
S3 56.357 58.363 62.654
S4 53.207 55.213 61.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.800 60.650 3.150 5.0% 1.120 1.8% 91% True False 284
10 63.800 60.250 3.550 5.6% 1.150 1.8% 92% True False 183
20 64.725 60.250 4.475 7.0% 1.226 1.9% 73% False False 118
40 64.725 56.575 8.150 12.8% 0.944 1.5% 85% False False 62
60 64.725 53.100 11.625 18.3% 0.868 1.4% 90% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.325
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.006
2.618 67.007
1.618 65.782
1.000 65.025
0.618 64.557
HIGH 63.800
0.618 63.332
0.500 63.188
0.382 63.043
LOW 62.575
0.618 61.818
1.000 61.350
1.618 60.593
2.618 59.368
4.250 57.369
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 63.409 63.109
PP 63.298 62.698
S1 63.188 62.288

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

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