NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 62.375 61.250 -1.125 -1.8% 62.525
High 62.375 62.125 -0.250 -0.4% 63.650
Low 60.800 61.025 0.225 0.4% 61.200
Close 61.150 62.100 0.950 1.6% 62.770
Range 1.575 1.100 -0.475 -30.2% 2.450
ATR 1.589 1.554 -0.035 -2.2% 0.000
Volume 314 1,289 975 310.5% 4,237
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.050 64.675 62.705
R3 63.950 63.575 62.403
R2 62.850 62.850 62.302
R1 62.475 62.475 62.201 62.663
PP 61.750 61.750 61.750 61.844
S1 61.375 61.375 61.999 61.563
S2 60.650 60.650 61.898
S3 59.550 60.275 61.798
S4 58.450 59.175 61.495
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 60.800 2.850 4.6% 1.445 2.3% 46% False False 801
10 63.650 58.900 4.750 7.6% 1.578 2.5% 67% False False 823
20 63.650 57.850 5.800 9.3% 1.631 2.6% 73% False False 444
40 63.650 53.000 10.650 17.1% 1.374 2.2% 85% False False 228
60 66.120 53.000 13.120 21.1% 0.916 1.5% 69% False False 152
80 67.460 53.000 14.460 23.3% 0.687 1.1% 63% False False 114
100 67.460 53.000 14.460 23.3% 0.550 0.9% 63% False False 91
120 68.950 53.000 15.950 25.7% 0.458 0.7% 57% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.373
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.800
2.618 65.005
1.618 63.905
1.000 63.225
0.618 62.805
HIGH 62.125
0.618 61.705
0.500 61.575
0.382 61.445
LOW 61.025
0.618 60.345
1.000 59.925
1.618 59.245
2.618 58.145
4.250 56.350
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 61.925 62.150
PP 61.750 62.133
S1 61.575 62.117

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

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