NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 61.200 61.050 -0.150 -0.2% 62.375
High 61.500 61.550 0.050 0.1% 62.900
Low 60.650 60.775 0.125 0.2% 60.250
Close 60.630 61.110 0.480 0.8% 60.940
Range 0.850 0.775 -0.075 -8.8% 2.650
ATR 1.195 1.175 -0.020 -1.6% 0.000
Volume 144 390 246 170.8% 410
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.470 63.065 61.536
R3 62.695 62.290 61.323
R2 61.920 61.920 61.252
R1 61.515 61.515 61.181 61.718
PP 61.145 61.145 61.145 61.246
S1 60.740 60.740 61.039 60.943
S2 60.370 60.370 60.968
S3 59.595 59.965 60.897
S4 58.820 59.190 60.684
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 62.300 60.250 2.050 3.4% 1.095 1.8% 42% False False 180
10 64.725 60.250 4.475 7.3% 1.100 1.8% 19% False False 112
20 64.725 60.250 4.475 7.3% 1.200 2.0% 19% False False 81
40 64.725 56.575 8.150 13.3% 0.874 1.4% 56% False False 42
60 64.725 53.100 11.625 19.0% 0.816 1.3% 69% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.300
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.844
2.618 63.579
1.618 62.804
1.000 62.325
0.618 62.029
HIGH 61.550
0.618 61.254
0.500 61.163
0.382 61.071
LOW 60.775
0.618 60.296
1.000 60.000
1.618 59.521
2.618 58.746
4.250 57.481
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 61.163 61.107
PP 61.145 61.103
S1 61.128 61.100

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

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