NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary
Previous Current
19-Mar-2007 20-Mar-2007 Change Change % Previous Week
Open 59.400 59.900 0.500 0.8% 61.650
High 60.350 60.175 -0.175 -0.3% 61.775
Low 59.200 59.150 -0.050 -0.1% 58.850
Close 59.850 59.775 -0.075 -0.1% 59.600
Range 1.150 1.025 -0.125 -10.9% 2.925
ATR 1.496 1.462 -0.034 -2.2% 0.000
Volume 7,781 14,992 7,211 92.7% 10,081
Daily Pivots for day following 20-Mar-2007
Classic Woodie Camarilla DeMark
R4 62.775 62.300 60.339
R3 61.750 61.275 60.057
R2 60.725 60.725 59.963
R1 60.250 60.250 59.869 59.975
PP 59.700 59.700 59.700 59.563
S1 59.225 59.225 59.681 58.950
S2 58.675 58.675 59.587
S3 57.650 58.200 59.493
S4 56.625 57.175 59.211
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 61.100 58.850 2.250 3.8% 1.290 2.2% 41% False False 6,098
10 63.725 58.850 4.875 8.2% 1.385 2.3% 19% False False 3,497
20 63.725 58.850 4.875 8.2% 1.481 2.5% 19% False False 2,160
40 63.725 55.500 8.225 13.8% 1.518 2.5% 52% False False 1,101
60 65.360 53.000 12.360 20.7% 1.147 1.9% 55% False False 735
80 67.460 53.000 14.460 24.2% 0.860 1.4% 47% False False 551
100 67.460 53.000 14.460 24.2% 0.688 1.2% 47% False False 441
120 67.460 53.000 14.460 24.2% 0.574 1.0% 47% False False 367
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.370
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.531
2.618 62.858
1.618 61.833
1.000 61.200
0.618 60.808
HIGH 60.175
0.618 59.783
0.500 59.663
0.382 59.542
LOW 59.150
0.618 58.517
1.000 58.125
1.618 57.492
2.618 56.467
4.250 54.794
Fisher Pivots for day following 20-Mar-2007
Pivot 1 day 3 day
R1 59.738 59.913
PP 59.700 59.867
S1 59.663 59.821

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

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