NYMEX miNY Light Sweet Crude Oil Future July 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 63.025 63.850 0.825 1.3% 62.020
High 64.000 64.650 0.650 1.0% 64.650
Low 63.025 63.850 0.825 1.3% 61.900
Close 63.930 64.380 0.450 0.7% 64.380
Range 0.975 0.800 -0.175 -17.9% 2.750
ATR 0.827 0.825 -0.002 -0.2% 0.000
Volume 211 117 -94 -44.5% 339
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.693 66.337 64.820
R3 65.893 65.537 64.600
R2 65.093 65.093 64.527
R1 64.737 64.737 64.453 64.915
PP 64.293 64.293 64.293 64.383
S1 63.937 63.937 64.307 64.115
S2 63.493 63.493 64.233
S3 62.693 63.137 64.160
S4 61.893 62.337 63.940
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.893 70.887 65.893
R3 69.143 68.137 65.136
R2 66.393 66.393 64.884
R1 65.387 65.387 64.632 65.890
PP 63.643 63.643 63.643 63.895
S1 62.637 62.637 64.128 63.140
S2 60.893 60.893 63.876
S3 58.143 59.887 63.624
S4 55.393 57.137 62.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.650 61.900 2.750 4.3% 0.490 0.8% 90% True False 67
10 64.650 61.700 2.950 4.6% 0.245 0.4% 91% True False 34
20 65.200 61.700 3.500 5.4% 0.290 0.5% 77% False False 18
40 65.200 56.680 8.520 13.2% 0.145 0.2% 90% False False 9
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 0.005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.050
2.618 66.744
1.618 65.944
1.000 65.450
0.618 65.144
HIGH 64.650
0.618 64.344
0.500 64.250
0.382 64.156
LOW 63.850
0.618 63.356
1.000 63.050
1.618 62.556
2.618 61.756
4.250 60.450
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 64.337 64.012
PP 64.293 63.643
S1 64.250 63.275

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

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