NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 09-Mar-2007

Day Change Summary
	Previous	Current
	08-Mar-2007	09-Mar-2007	Change	Change %	Previous Week
Open	63.150	63.500	0.350	0.6%	62.375
High	63.725	63.500	-0.225	-0.4%	63.725
Low	62.725	61.675	-1.050	-1.7%	60.800
Close	63.300	61.750	-1.550	-2.4%	61.750
Range	1.000	1.825	0.825	82.5%	2.925
ATR	1.507	1.530	0.023	1.5%	0.000
Volume	774	723	-51	-6.6%	3,720

Daily Pivots for day following 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	67.783	66.592	62.754
R3	65.958	64.767	62.252
R2	64.133	64.133	62.085
R1	62.942	62.942	61.917	62.625
PP	62.308	62.308	62.308	62.150
S1	61.117	61.117	61.583	60.800
S2	60.483	60.483	61.415
S3	58.658	59.292	61.248
S4	56.833	57.467	60.746

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	60.800	2.925	4.7%	1.390	2.3%	32%	False	False	744
10	63.725	60.800	2.925	4.7%	1.460	2.4%	32%	False	False	795
20	63.725	57.850	5.875	9.5%	1.580	2.6%	66%	False	False	542
40	63.725	53.000	10.725	17.4%	1.481	2.4%	82%	False	False	281
60	66.120	53.000	13.120	21.2%	0.988	1.6%	67%	False	False	187
80	67.460	53.000	14.460	23.4%	0.741	1.2%	61%	False	False	140
100	67.460	53.000	14.460	23.4%	0.593	1.0%	61%	False	False	112
120	68.640	53.000	15.640	25.3%	0.494	0.8%	56%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.315
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	71.256
2.618	68.278
1.618	66.453
1.000	65.325
0.618	64.628
HIGH	63.500
0.618	62.803
0.500	62.588
0.382	62.372
LOW	61.675
0.618	60.547
1.000	59.850
1.618	58.722
2.618	56.897
4.250	53.919

Fisher Pivots for day following 09-Mar-2007
Pivot	1 day	3 day
R1	62.588	62.700
PP	62.308	62.383
S1	62.029	62.067

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