NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 19-Mar-2007

Day Change Summary
	Previous	Current
	16-Mar-2007	19-Mar-2007	Change	Change %	Previous Week
Open	59.975	59.400	-0.575	-1.0%	61.650
High	60.975	60.350	-0.625	-1.0%	61.775
Low	58.850	59.200	0.350	0.6%	58.850
Close	59.600	59.850	0.250	0.4%	59.600
Range	2.125	1.150	-0.975	-45.9%	2.925
ATR	1.522	1.496	-0.027	-1.7%	0.000
Volume	2,303	7,781	5,478	237.9%	10,081

Daily Pivots for day following 19-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	63.250	62.700	60.483
R3	62.100	61.550	60.166
R2	60.950	60.950	60.061
R1	60.400	60.400	59.955	60.675
PP	59.800	59.800	59.800	59.938
S1	59.250	59.250	59.745	59.525
S2	58.650	58.650	59.639
S3	57.500	58.100	59.534
S4	56.350	56.950	59.218

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	68.850	67.150	61.209
R3	65.925	64.225	60.404
R2	63.000	63.000	60.136
R1	61.300	61.300	59.868	60.688
PP	60.075	60.075	60.075	59.769
S1	58.375	58.375	59.332	57.763
S2	57.150	57.150	59.064
S3	54.225	55.450	58.796
S4	51.300	52.525	57.991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.775	58.850	2.925	4.9%	1.445	2.4%	34%	False	False	3,420
10	63.725	58.850	4.875	8.1%	1.393	2.3%	21%	False	False	2,126
20	63.725	58.650	5.075	8.5%	1.523	2.5%	24%	False	False	1,415
40	63.725	54.550	9.175	15.3%	1.516	2.5%	58%	False	False	726
60	66.120	53.000	13.120	21.9%	1.130	1.9%	52%	False	False	485
80	67.460	53.000	14.460	24.2%	0.848	1.4%	47%	False	False	363
100	67.460	53.000	14.460	24.2%	0.678	1.1%	47%	False	False	291
120	67.460	53.000	14.460	24.2%	0.565	0.9%	47%	False	False	242

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.365
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	65.238
2.618	63.361
1.618	62.211
1.000	61.500
0.618	61.061
HIGH	60.350
0.618	59.911
0.500	59.775
0.382	59.639
LOW	59.200
0.618	58.489
1.000	58.050
1.618	57.339
2.618	56.189
4.250	54.313

Fisher Pivots for day following 19-Mar-2007
Pivot	1 day	3 day
R1	59.825	59.975
PP	59.800	59.933
S1	59.775	59.892

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