NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 60.550 59.975 -0.575 -0.9% 61.650
High 61.100 60.975 -0.125 -0.2% 61.775
Low 59.825 58.850 -0.975 -1.6% 58.850
Close 59.975 59.600 -0.375 -0.6% 59.600
Range 1.275 2.125 0.850 66.7% 2.925
ATR 1.476 1.522 0.046 3.1% 0.000
Volume 4,090 2,303 -1,787 -43.7% 10,081
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.183 65.017 60.769
R3 64.058 62.892 60.184
R2 61.933 61.933 59.990
R1 60.767 60.767 59.795 60.288
PP 59.808 59.808 59.808 59.569
S1 58.642 58.642 59.405 58.163
S2 57.683 57.683 59.210
S3 55.558 56.517 59.016
S4 53.433 54.392 58.431
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.850 67.150 61.209
R3 65.925 64.225 60.404
R2 63.000 63.000 60.136
R1 61.300 61.300 59.868 60.688
PP 60.075 60.075 60.075 59.769
S1 58.375 58.375 59.332 57.763
S2 57.150 57.150 59.064
S3 54.225 55.450 58.796
S4 51.300 52.525 57.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.775 58.850 2.925 4.9% 1.480 2.5% 26% False True 2,016
10 63.725 58.850 4.875 8.2% 1.435 2.4% 15% False True 1,380
20 63.725 58.650 5.075 8.5% 1.503 2.5% 19% False False 1,029
40 63.725 54.075 9.650 16.2% 1.537 2.6% 57% False False 532
60 66.120 53.000 13.120 22.0% 1.111 1.9% 50% False False 355
80 67.460 53.000 14.460 24.3% 0.833 1.4% 46% False False 266
100 67.460 53.000 14.460 24.3% 0.667 1.1% 46% False False 213
120 67.460 53.000 14.460 24.3% 0.555 0.9% 46% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.345
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 70.006
2.618 66.538
1.618 64.413
1.000 63.100
0.618 62.288
HIGH 60.975
0.618 60.163
0.500 59.913
0.382 59.662
LOW 58.850
0.618 57.537
1.000 56.725
1.618 55.412
2.618 53.287
4.250 49.819
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 59.913 59.975
PP 59.808 59.850
S1 59.704 59.725

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

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