NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 05-Mar-2007
Day Change Summary
Previous Current
02-Mar-2007 05-Mar-2007 Change Change % Previous Week
Open 61.850 61.325 -0.525 -0.8% 60.875
High 62.400 61.325 -1.075 -1.7% 62.500
Low 61.175 59.550 -1.625 -2.7% 59.825
Close 61.640 59.900 -1.740 -2.8% 61.640
Range 1.225 1.775 0.550 44.9% 2.675
ATR 1.818 1.838 0.019 1.1% 0.000
Volume 27,245 17,293 -9,952 -36.5% 148,085
Daily Pivots for day following 05-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.583 64.517 60.876
R3 63.808 62.742 60.388
R2 62.033 62.033 60.225
R1 60.967 60.967 60.063 60.613
PP 60.258 60.258 60.258 60.081
S1 59.192 59.192 59.737 58.838
S2 58.483 58.483 59.575
S3 56.708 57.417 59.412
S4 54.933 55.642 58.924
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.347 68.168 63.111
R3 66.672 65.493 62.376
R2 63.997 63.997 62.130
R1 62.818 62.818 61.885 63.408
PP 61.322 61.322 61.322 61.616
S1 60.143 60.143 61.395 60.733
S2 58.647 58.647 61.150
S3 55.972 57.468 60.904
S4 53.297 54.793 60.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.500 59.550 2.950 4.9% 1.820 3.0% 12% False True 26,988
10 62.500 57.775 4.725 7.9% 1.768 3.0% 45% False False 25,695
20 62.500 57.125 5.375 9.0% 1.845 3.1% 52% False False 14,055
40 62.500 51.700 10.800 18.0% 1.908 3.2% 76% False False 7,228
60 65.490 51.700 13.790 23.0% 1.428 2.4% 59% False False 4,820
80 66.830 51.700 15.130 25.3% 1.071 1.8% 54% False False 3,615
100 66.830 51.700 15.130 25.3% 0.859 1.4% 54% False False 2,892
120 69.990 51.700 18.290 30.5% 0.716 1.2% 45% False False 2,410
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 True
Bear Hook False
Bull Hook False
Stretch 0.438
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.869
2.618 65.972
1.618 64.197
1.000 63.100
0.618 62.422
HIGH 61.325
0.618 60.647
0.500 60.438
0.382 60.228
LOW 59.550
0.618 58.453
1.000 57.775
1.618 56.678
2.618 54.903
4.250 52.006
Fisher Pivots for day following 05-Mar-2007
Pivot 1 day 3 day
R1 60.438 61.025
PP 60.258 60.650
S1 60.079 60.275

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

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