NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 63.500 61.650 -1.850 -2.9% 62.375
High 63.500 61.700 -1.800 -2.8% 63.725
Low 61.675 60.375 -1.300 -2.1% 60.800
Close 61.750 60.825 -0.925 -1.5% 61.750
Range 1.825 1.325 -0.500 -27.4% 2.925
ATR 1.530 1.519 -0.011 -0.7% 0.000
Volume 723 762 39 5.4% 3,720
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 64.942 64.208 61.554
R3 63.617 62.883 61.189
R2 62.292 62.292 61.068
R1 61.558 61.558 60.946 61.263
PP 60.967 60.967 60.967 60.819
S1 60.233 60.233 60.704 59.938
S2 59.642 59.642 60.582
S3 58.317 58.908 60.461
S4 56.992 57.583 60.096
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 60.375 3.350 5.5% 1.340 2.2% 13% False True 833
10 63.725 60.375 3.350 5.5% 1.495 2.5% 13% False True 731
20 63.725 57.850 5.875 9.7% 1.534 2.5% 51% False False 577
40 63.725 53.000 10.725 17.6% 1.514 2.5% 73% False False 300
60 66.120 53.000 13.120 21.6% 1.010 1.7% 60% False False 200
80 67.460 53.000 14.460 23.8% 0.757 1.2% 54% False False 150
100 67.460 53.000 14.460 23.8% 0.606 1.0% 54% False False 120
120 68.640 53.000 15.640 25.7% 0.505 0.8% 50% False False 100
Crabel Price Patterns
NR True
NR4 False
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 0.283
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.331
2.618 65.169
1.618 63.844
1.000 63.025
0.618 62.519
HIGH 61.700
0.618 61.194
0.500 61.038
0.382 60.881
LOW 60.375
0.618 59.556
1.000 59.050
1.618 58.231
2.618 56.906
4.250 54.744
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 61.038 62.050
PP 60.967 61.642
S1 60.896 61.233

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

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