NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 61.700 62.020 0.320 0.5% 62.800
High 61.700 62.020 0.320 0.5% 63.450
Low 61.700 62.020 0.320 0.5% 61.700
Close 61.900 62.020 0.120 0.2% 61.900
Range
ATR 0.823 0.773 -0.050 -6.1% 0.000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 62.020 62.020 62.020
R3 62.020 62.020 62.020
R2 62.020 62.020 62.020
R1 62.020 62.020 62.020 62.020
PP 62.020 62.020 62.020 62.020
S1 62.020 62.020 62.020 62.020
S2 62.020 62.020 62.020
S3 62.020 62.020 62.020
S4 62.020 62.020 62.020
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.600 66.500 62.863
R3 65.850 64.750 62.381
R2 64.100 64.100 62.221
R1 63.000 63.000 62.060 62.675
PP 62.350 62.350 62.350 62.188
S1 61.250 61.250 61.740 60.925
S2 60.600 60.600 61.579
S3 58.850 59.500 61.419
S4 57.100 57.750 60.938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.450 61.700 1.750 2.8% 0.000 0.0% 18% False False 1
10 65.200 61.700 3.500 5.6% 0.000 0.0% 9% False False 1
20 65.200 60.250 4.950 8.0% 0.168 0.3% 36% False False 1
40 65.200 56.680 8.520 13.7% 0.084 0.1% 63% False False 1
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Fibonacci Retracements and Extensions
4.250 62.020
2.618 62.020
1.618 62.020
1.000 62.020
0.618 62.020
HIGH 62.020
0.618 62.020
0.500 62.020
0.382 62.020
LOW 62.020
0.618 62.020
1.000 62.020
1.618 62.020
2.618 62.020
4.250 62.020
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 62.020 61.992
PP 62.020 61.963
S1 62.020 61.935

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

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