NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 63.500 63.750 0.250 0.4% 60.650
High 63.800 64.725 0.925 1.4% 63.800
Low 62.575 63.700 1.125 1.8% 60.650
Close 63.520 64.520 1.000 1.6% 63.520
Range 1.225 1.025 -0.200 -16.3% 3.150
ATR 1.248 1.244 -0.003 -0.2% 0.000
Volume 449 386 -63 -14.0% 1,423
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.390 66.980 65.084
R3 66.365 65.955 64.802
R2 65.340 65.340 64.708
R1 64.930 64.930 64.614 65.135
PP 64.315 64.315 64.315 64.418
S1 63.905 63.905 64.426 64.110
S2 63.290 63.290 64.332
S3 62.265 62.880 64.238
S4 61.240 61.855 63.956
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.107 70.963 65.253
R3 68.957 67.813 64.386
R2 65.807 65.807 64.098
R1 64.663 64.663 63.809 65.235
PP 62.657 62.657 62.657 62.943
S1 61.513 61.513 63.231 62.085
S2 59.507 59.507 62.943
S3 56.357 58.363 62.654
S4 53.207 55.213 61.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.725 60.650 4.075 6.3% 1.155 1.8% 95% True False 340
10 64.725 60.250 4.475 6.9% 1.160 1.8% 95% True False 219
20 64.725 60.250 4.475 6.9% 1.246 1.9% 95% True False 135
40 64.725 58.550 6.175 9.6% 0.969 1.5% 97% True False 71
60 64.725 53.100 11.625 18.0% 0.885 1.4% 98% True False 49
Crabel Price Patterns
NR True
NR4 False
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 0.310
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.081
2.618 67.408
1.618 66.383
1.000 65.750
0.618 65.358
HIGH 64.725
0.618 64.333
0.500 64.213
0.382 64.092
LOW 63.700
0.618 63.067
1.000 62.675
1.618 62.042
2.618 61.017
4.250 59.344
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 64.418 64.038
PP 64.315 63.557
S1 64.213 63.075

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

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