NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	62.975	62.950	-0.025	0.0%	62.525
High	63.650	63.500	-0.150	-0.2%	63.650
Low	62.025	62.400	0.375	0.6%	61.200
Close	63.180	62.770	-0.410	-0.6%	62.770
Range	1.625	1.100	-0.525	-32.3%	2.450
ATR	1.594	1.559	-0.035	-2.2%	0.000
Volume	820	822	2	0.2%	4,237

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	66.190	65.580	63.375
R3	65.090	64.480	63.073
R2	63.990	63.990	62.972
R1	63.380	63.380	62.871	63.135
PP	62.890	62.890	62.890	62.768
S1	62.280	62.280	62.669	62.035
S2	61.790	61.790	62.568
S3	60.690	61.180	62.468
S4	59.590	60.080	62.165

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	69.890	68.780	64.118
R3	67.440	66.330	63.444
R2	64.990	64.990	63.219
R1	63.880	63.880	62.995	64.435
PP	62.540	62.540	62.540	62.818
S1	61.430	61.430	62.545	61.985
S2	60.090	60.090	62.321
S3	57.640	58.980	62.096
S4	55.190	56.530	61.423

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.650	61.200	2.450	3.9%	1.530	2.4%	64%	False	False	847
10	63.650	58.650	5.000	8.0%	1.570	2.5%	82%	False	False	678
20	63.650	57.850	5.800	9.2%	1.618	2.6%	85%	False	False	365
40	63.650	53.000	10.650	17.0%	1.308	2.1%	92%	False	False	188
60	66.440	53.000	13.440	21.4%	0.872	1.4%	73%	False	False	125
80	67.460	53.000	14.460	23.0%	0.654	1.0%	68%	False	False	94
100	67.460	53.000	14.460	23.0%	0.523	0.8%	68%	False	False	75
120	71.220	53.000	18.220	29.0%	0.436	0.7%	54%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.350
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	68.175
2.618	66.380
1.618	65.280
1.000	64.600
0.618	64.180
HIGH	63.500
0.618	63.080
0.500	62.950
0.382	62.820
LOW	62.400
0.618	61.720
1.000	61.300
1.618	60.620
2.618	59.520
4.250	57.725

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	62.950	62.693
PP	62.890	62.615
S1	62.830	62.538

Download as Excel Spreadsheet

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

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