NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 61.650 60.750 -0.900 -1.5% 62.375
High 61.700 61.775 0.075 0.1% 63.725
Low 60.375 59.975 -0.400 -0.7% 60.800
Close 60.825 60.400 -0.425 -0.7% 61.750
Range 1.325 1.800 0.475 35.8% 2.925
ATR 1.519 1.539 0.020 1.3% 0.000
Volume 762 1,600 838 110.0% 3,720
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.117 65.058 61.390
R3 64.317 63.258 60.895
R2 62.517 62.517 60.730
R1 61.458 61.458 60.565 61.088
PP 60.717 60.717 60.717 60.531
S1 59.658 59.658 60.235 59.288
S2 58.917 58.917 60.070
S3 57.117 57.858 59.905
S4 55.317 56.058 59.410
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.867 69.233 63.359
R3 67.942 66.308 62.554
R2 65.017 65.017 62.286
R1 63.383 63.383 62.018 62.738
PP 62.092 62.092 62.092 61.769
S1 60.458 60.458 61.482 59.813
S2 59.167 59.167 61.214
S3 56.242 57.533 60.946
S4 53.317 54.608 60.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.725 59.975 3.750 6.2% 1.480 2.5% 11% False True 895
10 63.725 59.975 3.750 6.2% 1.463 2.4% 11% False True 848
20 63.725 57.850 5.875 9.7% 1.528 2.5% 43% False False 652
40 63.725 53.400 10.325 17.1% 1.496 2.5% 68% False False 340
60 66.120 53.000 13.120 21.7% 1.040 1.7% 56% False False 226
80 67.460 53.000 14.460 23.9% 0.780 1.3% 51% False False 170
100 67.460 53.000 14.460 23.9% 0.624 1.0% 51% False False 136
120 67.460 53.000 14.460 23.9% 0.520 0.9% 51% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.285
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.425
2.618 66.487
1.618 64.687
1.000 63.575
0.618 62.887
HIGH 61.775
0.618 61.087
0.500 60.875
0.382 60.663
LOW 59.975
0.618 58.863
1.000 58.175
1.618 57.063
2.618 55.263
4.250 52.325
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 60.875 61.738
PP 60.717 61.292
S1 60.558 60.846

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

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