NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 62.350 62.800 0.450 0.7% 59.400
High 63.275 66.800 3.525 5.6% 62.650
Low 62.350 62.225 -0.125 -0.2% 59.150
Close 62.910 62.930 0.020 0.0% 62.280
Range 0.925 4.575 3.650 394.6% 3.500
ATR 1.433 1.658 0.224 15.7% 0.000
Volume 18,425 14,528 -3,897 -21.2% 68,941
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 77.710 74.895 65.446
R3 73.135 70.320 64.188
R2 68.560 68.560 63.769
R1 65.745 65.745 63.349 67.153
PP 63.985 63.985 63.985 64.689
S1 61.170 61.170 62.511 62.578
S2 59.410 59.410 62.091
S3 54.835 56.595 61.672
S4 50.260 52.020 60.414
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.860 70.570 64.205
R3 68.360 67.070 63.243
R2 64.860 64.860 62.922
R1 63.570 63.570 62.601 64.215
PP 61.360 61.360 61.360 61.683
S1 60.070 60.070 61.959 60.715
S2 57.860 57.860 61.638
S3 54.360 56.570 61.318
S4 50.860 53.070 60.355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.800 59.200 7.600 12.1% 1.985 3.2% 49% True False 15,824
10 66.800 58.850 7.950 12.6% 1.638 2.6% 51% True False 10,961
20 66.800 58.850 7.950 12.6% 1.550 2.5% 51% True False 5,904
40 66.800 57.650 9.150 14.5% 1.578 2.5% 58% True False 3,076
60 66.800 53.000 13.800 21.9% 1.313 2.1% 72% True False 2,053
80 67.460 53.000 14.460 23.0% 0.984 1.6% 69% False False 1,540
100 67.460 53.000 14.460 23.0% 0.788 1.3% 69% False False 1,232
120 67.460 53.000 14.460 23.0% 0.656 1.0% 69% False False 1,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.400
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 86.244
2.618 78.777
1.618 74.202
1.000 71.375
0.618 69.627
HIGH 66.800
0.618 65.052
0.500 64.513
0.382 63.973
LOW 62.225
0.618 59.398
1.000 57.650
1.618 54.823
2.618 50.248
4.250 42.781
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 64.513 64.025
PP 63.985 63.660
S1 63.458 63.295

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

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