NYMEX miNY Light Sweet Crude Oil Future July 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 63.850 64.850 1.000 1.6% 62.020
High 64.650 65.675 1.025 1.6% 64.650
Low 63.850 64.850 1.000 1.6% 61.900
Close 64.380 65.560 1.180 1.8% 64.380
Range 0.800 0.825 0.025 3.1% 2.750
ATR 0.825 0.859 0.034 4.1% 0.000
Volume 117 11 -106 -90.6% 339
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.837 67.523 66.014
R3 67.012 66.698 65.787
R2 66.187 66.187 65.711
R1 65.873 65.873 65.636 66.030
PP 65.362 65.362 65.362 65.440
S1 65.048 65.048 65.484 65.205
S2 64.537 64.537 65.409
S3 63.712 64.223 65.333
S4 62.887 63.398 65.106
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.893 70.887 65.893
R3 69.143 68.137 65.136
R2 66.393 66.393 64.884
R1 65.387 65.387 64.632 65.890
PP 63.643 63.643 63.643 63.895
S1 62.637 62.637 64.128 63.140
S2 60.893 60.893 63.876
S3 58.143 59.887 63.624
S4 55.393 57.137 62.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.675 61.900 3.775 5.8% 0.655 1.0% 97% True False 69
10 65.675 61.700 3.975 6.1% 0.328 0.5% 97% True False 35
20 65.675 61.700 3.975 6.1% 0.331 0.5% 97% True False 18
40 65.675 59.450 6.225 9.5% 0.166 0.3% 98% True 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 0.005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.181
2.618 67.835
1.618 67.010
1.000 66.500
0.618 66.185
HIGH 65.675
0.618 65.360
0.500 65.263
0.382 65.165
LOW 64.850
0.618 64.340
1.000 64.025
1.618 63.515
2.618 62.690
4.250 61.344
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 65.461 65.157
PP 65.362 64.753
S1 65.263 64.350

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

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