NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 63.925 63.175 -0.750 -1.2% 63.500
High 63.925 63.175 -0.750 -1.2% 64.550
Low 63.475 61.750 -1.725 -2.7% 62.100
Close 63.600 62.180 -1.420 -2.2% 63.600
Range 0.450 1.425 0.975 216.7% 2.450
ATR 1.193 1.240 0.047 3.9% 0.000
Volume 125 18 -107 -85.6% 301
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.643 65.837 62.964
R3 65.218 64.412 62.572
R2 63.793 63.793 62.441
R1 62.987 62.987 62.311 62.678
PP 62.368 62.368 62.368 62.214
S1 61.562 61.562 62.049 61.253
S2 60.943 60.943 61.919
S3 59.518 60.137 61.788
S4 58.093 58.712 61.396
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.767 69.633 64.948
R3 68.317 67.183 64.274
R2 65.867 65.867 64.049
R1 64.733 64.733 63.825 65.300
PP 63.417 63.417 63.417 63.700
S1 62.283 62.283 63.375 62.850
S2 60.967 60.967 63.151
S3 58.517 59.833 62.926
S4 56.067 57.383 62.253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.550 61.750 2.800 4.5% 1.495 2.4% 15% False True 53
10 64.550 59.500 5.050 8.1% 1.428 2.3% 53% False False 38
20 64.550 59.500 5.050 8.1% 1.044 1.7% 53% False False 21
40 64.550 53.100 11.450 18.4% 0.833 1.3% 79% False False 12
60 66.620 53.100 13.520 21.7% 0.598 1.0% 67% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.178
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.231
2.618 66.906
1.618 65.481
1.000 64.600
0.618 64.056
HIGH 63.175
0.618 62.631
0.500 62.463
0.382 62.294
LOW 61.750
0.618 60.869
1.000 60.325
1.618 59.444
2.618 58.019
4.250 55.694
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 62.463 63.150
PP 62.368 62.827
S1 62.274 62.503

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

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