NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 61.700 59.950 -1.750 -2.8% 61.325
High 61.825 60.000 -1.825 -3.0% 62.300
Low 59.975 58.600 -1.375 -2.3% 59.550
Close 60.000 58.975 -1.025 -1.7% 60.000
Range 1.850 1.400 -0.450 -24.3% 2.750
ATR 1.725 1.702 -0.023 -1.3% 0.000
Volume 18,438 16,103 -2,335 -12.7% 97,056
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.392 62.583 59.745
R3 61.992 61.183 59.360
R2 60.592 60.592 59.232
R1 59.783 59.783 59.103 59.488
PP 59.192 59.192 59.192 59.044
S1 58.383 58.383 58.847 58.088
S2 57.792 57.792 58.718
S3 56.392 56.983 58.590
S4 54.992 55.583 58.205
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.867 67.183 61.513
R3 66.117 64.433 60.756
R2 63.367 63.367 60.504
R1 61.683 61.683 60.252 61.150
PP 60.617 60.617 60.617 60.350
S1 58.933 58.933 59.748 58.400
S2 57.867 57.867 59.496
S3 55.117 56.183 59.244
S4 52.367 53.433 58.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.300 58.600 3.700 6.3% 1.385 2.3% 10% False True 19,173
10 62.500 58.600 3.900 6.6% 1.603 2.7% 10% False True 23,080
20 62.500 57.125 5.375 9.1% 1.726 2.9% 34% False False 18,566
40 62.500 51.700 10.800 18.3% 1.885 3.2% 67% False False 9,620
60 65.490 51.700 13.790 23.4% 1.543 2.6% 53% False False 6,418
80 66.830 51.700 15.130 25.7% 1.158 2.0% 48% False False 4,813
100 66.830 51.700 15.130 25.7% 0.928 1.6% 48% False False 3,851
120 68.200 51.700 16.500 28.0% 0.773 1.3% 44% False False 3,209
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 0.355
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.950
2.618 63.665
1.618 62.265
1.000 61.400
0.618 60.865
HIGH 60.000
0.618 59.465
0.500 59.300
0.382 59.135
LOW 58.600
0.618 57.735
1.000 57.200
1.618 56.335
2.618 54.935
4.250 52.650
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 59.300 60.450
PP 59.192 59.958
S1 59.083 59.467

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

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