NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 61.850 61.850 0.000 0.0% 60.875
High 62.500 62.400 -0.100 -0.2% 62.500
Low 60.800 61.175 0.375 0.6% 59.825
Close 61.925 61.640 -0.285 -0.5% 61.640
Range 1.700 1.225 -0.475 -27.9% 2.675
ATR 1.864 1.818 -0.046 -2.4% 0.000
Volume 28,514 27,245 -1,269 -4.5% 148,085
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.413 64.752 62.314
R3 64.188 63.527 61.977
R2 62.963 62.963 61.865
R1 62.302 62.302 61.752 62.020
PP 61.738 61.738 61.738 61.598
S1 61.077 61.077 61.528 60.795
S2 60.513 60.513 61.415
S3 59.288 59.852 61.303
S4 58.063 58.627 60.966
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.347 68.168 63.111
R3 66.672 65.493 62.376
R2 63.997 63.997 62.130
R1 62.818 62.818 61.885 63.408
PP 61.322 61.322 61.322 61.616
S1 60.143 60.143 61.395 60.733
S2 58.647 58.647 61.150
S3 55.972 57.468 60.904
S4 53.297 54.793 60.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.500 59.825 2.675 4.3% 1.675 2.7% 68% False False 29,617
10 62.500 57.775 4.725 7.7% 1.773 2.9% 82% False False 24,548
20 62.500 57.125 5.375 8.7% 1.854 3.0% 84% False False 13,241
40 62.500 51.700 10.800 17.5% 1.931 3.1% 92% False False 6,797
60 65.790 51.700 14.090 22.9% 1.398 2.3% 71% False False 4,532
80 66.830 51.700 15.130 24.5% 1.049 1.7% 66% False False 3,399
100 66.830 51.700 15.130 24.5% 0.841 1.4% 66% False False 2,719
120 70.830 51.700 19.130 31.0% 0.701 1.1% 52% False False 2,266
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.485
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.606
2.618 65.607
1.618 64.382
1.000 63.625
0.618 63.157
HIGH 62.400
0.618 61.932
0.500 61.788
0.382 61.643
LOW 61.175
0.618 60.418
1.000 59.950
1.618 59.193
2.618 57.968
4.250 55.969
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 61.788 61.481
PP 61.738 61.322
S1 61.689 61.163

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

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