NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 61.975 62.350 0.375 0.6% 59.400
High 62.650 63.275 0.625 1.0% 62.650
Low 61.250 62.350 1.100 1.8% 59.150
Close 62.280 62.910 0.630 1.0% 62.280
Range 1.400 0.925 -0.475 -33.9% 3.500
ATR 1.467 1.433 -0.034 -2.3% 0.000
Volume 16,274 18,425 2,151 13.2% 68,941
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.620 65.190 63.419
R3 64.695 64.265 63.164
R2 63.770 63.770 63.080
R1 63.340 63.340 62.995 63.555
PP 62.845 62.845 62.845 62.953
S1 62.415 62.415 62.825 62.630
S2 61.920 61.920 62.740
S3 60.995 61.490 62.656
S4 60.070 60.565 62.401
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 63.275 59.150 4.125 6.6% 1.275 2.0% 91% True False 15,917
10 63.275 58.850 4.425 7.0% 1.360 2.2% 92% True False 9,668
20 63.725 58.850 4.875 7.7% 1.428 2.3% 83% False False 5,199
40 63.725 55.525 8.200 13.0% 1.531 2.4% 90% False False 2,713
60 63.950 53.000 10.950 17.4% 1.236 2.0% 91% False False 1,811
80 67.460 53.000 14.460 23.0% 0.927 1.5% 69% False False 1,358
100 67.460 53.000 14.460 23.0% 0.742 1.2% 69% False False 1,087
120 67.460 53.000 14.460 23.0% 0.618 1.0% 69% False False 905
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 0.420
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.206
2.618 65.697
1.618 64.772
1.000 64.200
0.618 63.847
HIGH 63.275
0.618 62.922
0.500 62.813
0.382 62.703
LOW 62.350
0.618 61.778
1.000 61.425
1.618 60.853
2.618 59.928
4.250 58.419
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 62.878 62.478
PP 62.845 62.045
S1 62.813 61.613

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

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