NYMEX miNY Light Sweet Crude Oil Future May 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 62.975 62.950 -0.025 0.0% 62.525
High 63.650 63.500 -0.150 -0.2% 63.650
Low 62.025 62.400 0.375 0.6% 61.200
Close 63.180 62.770 -0.410 -0.6% 62.770
Range 1.625 1.100 -0.525 -32.3% 2.450
ATR 1.594 1.559 -0.035 -2.2% 0.000
Volume 820 822 2 0.2% 4,237
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.190 65.580 63.375
R3 65.090 64.480 63.073
R2 63.990 63.990 62.972
R1 63.380 63.380 62.871 63.135
PP 62.890 62.890 62.890 62.768
S1 62.280 62.280 62.669 62.035
S2 61.790 61.790 62.568
S3 60.690 61.180 62.468
S4 59.590 60.080 62.165
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.890 68.780 64.118
R3 67.440 66.330 63.444
R2 64.990 64.990 63.219
R1 63.880 63.880 62.995 64.435
PP 62.540 62.540 62.540 62.818
S1 61.430 61.430 62.545 61.985
S2 60.090 60.090 62.321
S3 57.640 58.980 62.096
S4 55.190 56.530 61.423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.650 61.200 2.450 3.9% 1.530 2.4% 64% False False 847
10 63.650 58.650 5.000 8.0% 1.570 2.5% 82% False False 678
20 63.650 57.850 5.800 9.2% 1.618 2.6% 85% False False 365
40 63.650 53.000 10.650 17.0% 1.308 2.1% 92% False False 188
60 66.440 53.000 13.440 21.4% 0.872 1.4% 73% False False 125
80 67.460 53.000 14.460 23.0% 0.654 1.0% 68% False False 94
100 67.460 53.000 14.460 23.0% 0.523 0.8% 68% False False 75
120 71.220 53.000 18.220 29.0% 0.436 0.7% 54% False False 62
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 0.350
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.175
2.618 66.380
1.618 65.280
1.000 64.600
0.618 64.180
HIGH 63.500
0.618 63.080
0.500 62.950
0.382 62.820
LOW 62.400
0.618 61.720
1.000 61.300
1.618 60.620
2.618 59.520
4.250 57.725
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 62.950 62.693
PP 62.890 62.615
S1 62.830 62.538

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

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