NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 59.750 60.050 0.300 0.5% 61.650
High 60.100 62.075 1.975 3.3% 61.775
Low 59.200 59.950 0.750 1.3% 58.850
Close 60.075 61.690 1.615 2.7% 59.600
Range 0.900 2.125 1.225 136.1% 2.925
ATR 1.422 1.472 0.050 3.5% 0.000
Volume 15,683 14,211 -1,472 -9.4% 10,081
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.613 66.777 62.859
R3 65.488 64.652 62.274
R2 63.363 63.363 62.080
R1 62.527 62.527 61.885 62.945
PP 61.238 61.238 61.238 61.448
S1 60.402 60.402 61.495 60.820
S2 59.113 59.113 61.300
S3 56.988 58.277 61.106
S4 54.863 56.152 60.521
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 62.075 58.850 3.225 5.2% 1.465 2.4% 88% True False 10,994
10 63.500 58.850 4.650 7.5% 1.443 2.3% 61% False False 6,347
20 63.725 58.850 4.875 7.9% 1.420 2.3% 58% False False 3,602
40 63.725 55.500 8.225 13.3% 1.533 2.5% 75% False False 1,846
60 63.950 53.000 10.950 17.8% 1.198 1.9% 79% False False 1,233
80 67.460 53.000 14.460 23.4% 0.898 1.5% 60% False False 925
100 67.460 53.000 14.460 23.4% 0.719 1.2% 60% False False 740
120 67.460 53.000 14.460 23.4% 0.599 1.0% 60% False False 616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.358
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.106
2.618 67.638
1.618 65.513
1.000 64.200
0.618 63.388
HIGH 62.075
0.618 61.263
0.500 61.013
0.382 60.762
LOW 59.950
0.618 58.637
1.000 57.825
1.618 56.512
2.618 54.387
4.250 50.919
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 61.464 61.331
PP 61.238 60.972
S1 61.013 60.613

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

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