NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 64.050 66.075 2.025 3.2% 62.350
High 66.425 66.775 0.350 0.5% 66.800
Low 63.525 65.500 1.975 3.1% 62.225
Close 66.030 65.870 -0.160 -0.2% 65.870
Range 2.900 1.275 -1.625 -56.0% 4.575
ATR 1.772 1.737 -0.036 -2.0% 0.000
Volume 24,096 32,659 8,563 35.5% 101,618
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.873 69.147 66.571
R3 68.598 67.872 66.221
R2 67.323 67.323 66.104
R1 66.597 66.597 65.987 66.323
PP 66.048 66.048 66.048 65.911
S1 65.322 65.322 65.753 65.048
S2 64.773 64.773 65.636
S3 63.498 64.047 65.519
S4 62.223 62.772 65.169
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 78.690 76.855 68.386
R3 74.115 72.280 67.128
R2 69.540 69.540 66.709
R1 67.705 67.705 66.289 68.623
PP 64.965 64.965 64.965 65.424
S1 63.130 63.130 65.451 64.048
S2 60.390 60.390 65.031
S3 55.815 58.555 64.612
S4 51.240 53.980 63.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.800 62.225 4.575 6.9% 2.250 3.4% 80% False False 20,323
10 66.800 59.150 7.650 11.6% 1.785 2.7% 88% False False 17,055
20 66.800 58.850 7.950 12.1% 1.610 2.4% 88% False False 9,218
40 66.800 57.850 8.950 13.6% 1.614 2.4% 90% False False 4,791
60 66.800 53.000 13.800 21.0% 1.408 2.1% 93% False False 3,198
80 66.800 53.000 13.800 21.0% 1.056 1.6% 93% False False 2,398
100 67.460 53.000 14.460 22.0% 0.845 1.3% 89% False False 1,918
120 67.460 53.000 14.460 22.0% 0.704 1.1% 89% False False 1,599
Crabel Price Patterns
NR True
NR4 True
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 0.390
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.194
2.618 70.113
1.618 68.838
1.000 68.050
0.618 67.563
HIGH 66.775
0.618 66.288
0.500 66.138
0.382 65.987
LOW 65.500
0.618 64.712
1.000 64.225
1.618 63.437
2.618 62.162
4.250 60.081
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 66.138 65.609
PP 66.048 65.348
S1 65.959 65.088

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

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