NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 63.750 64.450 0.700 1.1% 60.650
High 64.725 67.100 2.375 3.7% 63.800
Low 63.700 64.000 0.300 0.5% 60.650
Close 64.520 64.650 0.130 0.2% 63.520
Range 1.025 3.100 2.075 202.4% 3.150
ATR 1.244 1.377 0.133 10.6% 0.000
Volume 386 644 258 66.8% 1,423
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 74.550 72.700 66.355
R3 71.450 69.600 65.503
R2 68.350 68.350 65.218
R1 66.500 66.500 64.934 67.425
PP 65.250 65.250 65.250 65.713
S1 63.400 63.400 64.366 64.325
S2 62.150 62.150 64.082
S3 59.050 60.300 63.798
S4 55.950 57.200 62.945
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 67.100 60.775 6.325 9.8% 1.605 2.5% 61% True False 440
10 67.100 60.250 6.850 10.6% 1.330 2.1% 64% True False 278
20 67.100 60.250 6.850 10.6% 1.301 2.0% 64% True False 166
40 67.100 59.500 7.600 11.8% 1.043 1.6% 68% True False 87
60 67.100 53.100 14.000 21.7% 0.937 1.4% 83% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.295
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 80.275
2.618 75.216
1.618 72.116
1.000 70.200
0.618 69.016
HIGH 67.100
0.618 65.916
0.500 65.550
0.382 65.184
LOW 64.000
0.618 62.084
1.000 60.900
1.618 58.984
2.618 55.884
4.250 50.825
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 65.550 64.838
PP 65.250 64.775
S1 64.950 64.713

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

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