NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 61.175 60.650 -0.525 -0.9% 62.375
High 62.225 61.500 -0.725 -1.2% 62.900
Low 60.250 60.650 0.400 0.7% 60.250
Close 60.940 61.050 0.110 0.2% 60.940
Range 1.975 0.850 -1.125 -57.0% 2.650
ATR 1.250 1.221 -0.029 -2.3% 0.000
Volume 58 109 51 87.9% 410
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.617 63.183 61.518
R3 62.767 62.333 61.284
R2 61.917 61.917 61.206
R1 61.483 61.483 61.128 61.700
PP 61.067 61.067 61.067 61.175
S1 60.633 60.633 60.972 60.850
S2 60.217 60.217 60.894
S3 59.367 59.783 60.816
S4 58.517 58.933 60.583
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.313 67.777 62.398
R3 66.663 65.127 61.669
R2 64.013 64.013 61.426
R1 62.477 62.477 61.183 61.920
PP 61.363 61.363 61.363 61.085
S1 59.827 59.827 60.697 59.270
S2 58.713 58.713 60.454
S3 56.063 57.177 60.211
S4 53.413 54.527 59.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.900 60.250 2.650 4.3% 1.165 1.9% 30% False False 98
10 64.725 60.250 4.475 7.3% 1.168 1.9% 18% False False 73
20 64.725 59.500 5.225 8.6% 1.298 2.1% 30% False False 56
40 64.725 55.250 9.475 15.5% 0.893 1.5% 61% False False 30
60 66.400 53.100 13.300 21.8% 0.789 1.3% 60% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.243
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.113
2.618 63.725
1.618 62.875
1.000 62.350
0.618 62.025
HIGH 61.500
0.618 61.175
0.500 61.075
0.382 60.975
LOW 60.650
0.618 60.125
1.000 59.800
1.618 59.275
2.618 58.425
4.250 57.038
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 61.075 61.275
PP 61.067 61.200
S1 61.058 61.125

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

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