NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 60.475 60.550 0.075 0.1% 62.375
High 60.750 61.100 0.350 0.6% 63.725
Low 59.875 59.825 -0.050 -0.1% 60.800
Close 60.400 59.975 -0.425 -0.7% 61.750
Range 0.875 1.275 0.400 45.7% 2.925
ATR 1.492 1.476 -0.015 -1.0% 0.000
Volume 1,326 4,090 2,764 208.4% 3,720
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 64.125 63.325 60.676
R3 62.850 62.050 60.326
R2 61.575 61.575 60.209
R1 60.775 60.775 60.092 60.538
PP 60.300 60.300 60.300 60.181
S1 59.500 59.500 59.858 59.263
S2 59.025 59.025 59.741
S3 57.750 58.225 59.624
S4 56.475 56.950 59.274
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 63.500 59.825 3.675 6.1% 1.420 2.4% 4% False True 1,700
10 63.725 59.825 3.900 6.5% 1.333 2.2% 4% False True 1,232
20 63.725 58.650 5.075 8.5% 1.474 2.5% 26% False False 917
40 63.725 53.800 9.925 16.5% 1.514 2.5% 62% False False 475
60 66.120 53.000 13.120 21.9% 1.075 1.8% 53% False False 317
80 67.460 53.000 14.460 24.1% 0.807 1.3% 48% False False 237
100 67.460 53.000 14.460 24.1% 0.645 1.1% 48% False False 190
120 67.460 53.000 14.460 24.1% 0.538 0.9% 48% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.300
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.519
2.618 64.438
1.618 63.163
1.000 62.375
0.618 61.888
HIGH 61.100
0.618 60.613
0.500 60.463
0.382 60.312
LOW 59.825
0.618 59.037
1.000 58.550
1.618 57.762
2.618 56.487
4.250 54.406
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 60.463 60.800
PP 60.300 60.525
S1 60.138 60.250

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

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