NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 68.525 68.225 -0.300 -0.4% 64.850
High 68.725 68.750 0.025 0.0% 68.725
Low 67.650 67.650 0.000 0.0% 64.850
Close 68.250 68.450 0.200 0.3% 68.250
Range 1.075 1.100 0.025 2.3% 3.875
ATR 1.047 1.050 0.004 0.4% 0.000
Volume 56 93 37 66.1% 236
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 71.583 71.117 69.055
R3 70.483 70.017 68.753
R2 69.383 69.383 68.652
R1 68.917 68.917 68.551 69.150
PP 68.283 68.283 68.283 68.400
S1 67.817 67.817 68.349 68.050
S2 67.183 67.183 68.248
S3 66.083 66.717 68.148
S4 64.983 65.617 67.845
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 78.900 77.450 70.381
R3 75.025 73.575 69.316
R2 71.150 71.150 68.960
R1 69.700 69.700 68.605 70.425
PP 67.275 67.275 67.275 67.638
S1 65.825 65.825 67.895 66.550
S2 63.400 63.400 67.540
S3 59.525 61.950 67.184
S4 55.650 58.075 66.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.750 65.200 3.550 5.2% 1.290 1.9% 92% True False 63
10 68.750 61.900 6.850 10.0% 0.973 1.4% 96% True False 66
20 68.750 61.700 7.050 10.3% 0.486 0.7% 96% True False 33
40 68.750 60.090 8.660 12.7% 0.327 0.5% 97% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.425
2.618 71.630
1.618 70.530
1.000 69.850
0.618 69.430
HIGH 68.750
0.618 68.330
0.500 68.200
0.382 68.070
LOW 67.650
0.618 66.970
1.000 66.550
1.618 65.870
2.618 64.770
4.250 62.975
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 68.367 68.175
PP 68.283 67.900
S1 68.200 67.625

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

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