NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 62.175 63.150 0.975 1.6% 62.525
High 63.475 63.725 0.250 0.4% 63.650
Low 62.025 62.725 0.700 1.1% 61.200
Close 63.250 63.300 0.050 0.1% 62.770
Range 1.450 1.000 -0.450 -31.0% 2.450
ATR 1.546 1.507 -0.039 -2.5% 0.000
Volume 620 774 154 24.8% 4,237
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.250 65.775 63.850
R3 65.250 64.775 63.575
R2 64.250 64.250 63.483
R1 63.775 63.775 63.392 64.013
PP 63.250 63.250 63.250 63.369
S1 62.775 62.775 63.208 63.013
S2 62.250 62.250 63.117
S3 61.250 61.775 63.025
S4 60.250 60.775 62.750
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 63.725 60.800 2.925 4.6% 1.245 2.0% 85% True False 763
10 63.725 60.800 2.925 4.6% 1.398 2.2% 85% True False 858
20 63.725 57.850 5.875 9.3% 1.551 2.5% 93% True False 509
40 63.725 53.000 10.725 16.9% 1.436 2.3% 96% True False 263
60 66.120 53.000 13.120 20.7% 0.957 1.5% 79% False False 175
80 67.460 53.000 14.460 22.8% 0.718 1.1% 71% False False 131
100 67.460 53.000 14.460 22.8% 0.574 0.9% 71% False False 105
120 68.640 53.000 15.640 24.7% 0.479 0.8% 66% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.335
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 67.975
2.618 66.343
1.618 65.343
1.000 64.725
0.618 64.343
HIGH 63.725
0.618 63.343
0.500 63.225
0.382 63.107
LOW 62.725
0.618 62.107
1.000 61.725
1.618 61.107
2.618 60.107
4.250 58.475
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 63.275 62.992
PP 63.250 62.683
S1 63.225 62.375

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

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