NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 23-Mar-2007

Day Change Summary
	Previous	Current
	22-Mar-2007	23-Mar-2007	Change	Change %	Previous Week
Open	60.050	61.975	1.925	3.2%	59.400
High	62.075	62.650	0.575	0.9%	62.650
Low	59.950	61.250	1.300	2.2%	59.150
Close	61.690	62.280	0.590	1.0%	62.280
Range	2.125	1.400	-0.725	-34.1%	3.500
ATR	1.472	1.467	-0.005	-0.4%	0.000
Volume	14,211	16,274	2,063	14.5%	68,941

Daily Pivots for day following 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	66.260	65.670	63.050
R3	64.860	64.270	62.665
R2	63.460	63.460	62.537
R1	62.870	62.870	62.408	63.165
PP	62.060	62.060	62.060	62.208
S1	61.470	61.470	62.152	61.765
S2	60.660	60.660	62.023
S3	59.260	60.070	61.895
S4	57.860	58.670	61.510

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	71.860	70.570	64.205
R3	68.360	67.070	63.243
R2	64.860	64.860	62.922
R1	63.570	63.570	62.601	64.215
PP	61.360	61.360	61.360	61.683
S1	60.070	60.070	61.959	60.715
S2	57.860	57.860	61.638
S3	54.360	56.570	61.318
S4	50.860	53.070	60.355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.650	59.150	3.500	5.6%	1.320	2.1%	89%	True	False	13,788
10	62.650	58.850	3.800	6.1%	1.400	2.2%	90%	True	False	7,902
20	63.725	58.850	4.875	7.8%	1.430	2.3%	70%	False	False	4,348
40	63.725	55.500	8.225	13.2%	1.556	2.5%	82%	False	False	2,252
60	63.950	53.000	10.950	17.6%	1.221	2.0%	85%	False	False	1,504
80	67.460	53.000	14.460	23.2%	0.916	1.5%	64%	False	False	1,128
100	67.460	53.000	14.460	23.2%	0.733	1.2%	64%	False	False	902
120	67.460	53.000	14.460	23.2%	0.610	1.0%	64%	False	False	752

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	0.425
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.600
2.618	66.315
1.618	64.915
1.000	64.050
0.618	63.515
HIGH	62.650
0.618	62.115
0.500	61.950
0.382	61.785
LOW	61.250
0.618	60.385
1.000	59.850
1.618	58.985
2.618	57.585
4.250	55.300

Fisher Pivots for day following 23-Mar-2007
Pivot	1 day	3 day
R1	62.170	61.828
PP	62.060	61.377
S1	61.950	60.925

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