NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 67.300 69.200 1.900 2.8% 66.250
High 68.125 69.275 1.150 1.7% 69.275
Low 67.250 68.200 0.950 1.4% 66.250
Close 68.610 68.730 0.120 0.2% 68.730
Range 0.875 1.075 0.200 22.9% 3.025
ATR 0.860 0.875 0.015 1.8% 0.000
Volume 1 11 10 1,000.0% 87
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.960 71.420 69.321
R3 70.885 70.345 69.026
R2 69.810 69.810 68.927
R1 69.270 69.270 68.829 69.003
PP 68.735 68.735 68.735 68.601
S1 68.195 68.195 68.631 67.928
S2 67.660 67.660 68.533
S3 66.585 67.120 68.434
S4 65.510 66.045 68.139
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 77.160 75.970 70.394
R3 74.135 72.945 69.562
R2 71.110 71.110 69.285
R1 69.920 69.920 69.007 70.515
PP 68.085 68.085 68.085 68.383
S1 66.895 66.895 68.453 67.490
S2 65.060 65.060 68.175
S3 62.035 63.870 67.898
S4 59.010 60.845 67.066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.275 66.250 3.025 4.4% 0.390 0.6% 82% True False 17
10 69.275 62.500 6.775 9.9% 0.255 0.4% 92% True False 9
20 69.275 61.900 7.375 10.7% 0.348 0.5% 93% True False 5
40 69.275 60.550 8.725 12.7% 0.174 0.3% 94% True False 3
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 0.013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 73.844
2.618 72.089
1.618 71.014
1.000 70.350
0.618 69.939
HIGH 69.275
0.618 68.864
0.500 68.738
0.382 68.611
LOW 68.200
0.618 67.536
1.000 67.125
1.618 66.461
2.618 65.386
4.250 63.631
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 68.738 68.574
PP 68.735 68.418
S1 68.733 68.263

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

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