NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 23-Feb-2007
Day Change Summary
Previous Current
22-Feb-2007 23-Feb-2007 Change Change % Previous Week
Open 60.750 62.000 1.250 2.1% 60.500
High 62.225 63.000 0.775 1.2% 63.000
Low 60.500 61.800 1.300 2.1% 58.650
Close 62.050 62.350 0.300 0.5% 62.350
Range 1.725 1.200 -0.525 -30.4% 4.350
ATR 1.604 1.575 -0.029 -1.8% 0.000
Volume 673 1,352 679 100.9% 2,547
Daily Pivots for day following 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 65.983 65.367 63.010
R3 64.783 64.167 62.680
R2 63.583 63.583 62.570
R1 62.967 62.967 62.460 63.275
PP 62.383 62.383 62.383 62.538
S1 61.767 61.767 62.240 62.075
S2 61.183 61.183 62.130
S3 59.983 60.567 62.020
S4 58.783 59.367 61.690
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 74.383 72.717 64.743
R3 70.033 68.367 63.546
R2 65.683 65.683 63.148
R1 64.017 64.017 62.749 64.850
PP 61.333 61.333 61.333 61.750
S1 59.667 59.667 61.951 60.500
S2 56.983 56.983 61.553
S3 52.633 55.317 61.154
S4 48.283 50.967 59.958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.000 58.650 4.350 7.0% 1.610 2.6% 85% True False 509
10 63.000 57.850 5.150 8.3% 1.700 2.7% 87% True False 289
20 63.000 55.500 7.500 12.0% 1.681 2.7% 91% True False 156
40 63.950 53.000 10.950 17.6% 1.116 1.8% 85% False False 82
60 67.460 53.000 14.460 23.2% 0.744 1.2% 65% False False 54
80 67.460 53.000 14.460 23.2% 0.558 0.9% 65% False False 41
100 67.460 53.000 14.460 23.2% 0.447 0.7% 65% False False 32
120 74.770 53.000 21.770 34.9% 0.372 0.6% 43% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.190
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.100
2.618 66.142
1.618 64.942
1.000 64.200
0.618 63.742
HIGH 63.000
0.618 62.542
0.500 62.400
0.382 62.258
LOW 61.800
0.618 61.058
1.000 60.600
1.618 59.858
2.618 58.658
4.250 56.700
Fisher Pivots for day following 23-Feb-2007
Pivot 1 day 3 day
R1 62.400 61.883
PP 62.383 61.417
S1 62.367 60.950

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

View Archives - Comment on this page... - Back to Index of Symbols