NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 62.800 64.350 1.550 2.5% 59.400
High 66.800 64.975 -1.825 -2.7% 62.650
Low 62.225 63.400 1.175 1.9% 59.150
Close 62.930 64.080 1.150 1.8% 62.280
Range 4.575 1.575 -3.000 -65.6% 3.500
ATR 1.658 1.685 0.028 1.7% 0.000
Volume 14,528 11,910 -2,618 -18.0% 68,941
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.877 68.053 64.946
R3 67.302 66.478 64.513
R2 65.727 65.727 64.369
R1 64.903 64.903 64.224 64.528
PP 64.152 64.152 64.152 63.964
S1 63.328 63.328 63.936 62.953
S2 62.577 62.577 63.791
S3 61.002 61.753 63.647
S4 59.427 60.178 63.214
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 66.800 59.950 6.850 10.7% 2.120 3.3% 60% False False 15,069
10 66.800 58.850 7.950 12.4% 1.708 2.7% 66% False False 12,019
20 66.800 58.850 7.950 12.4% 1.538 2.4% 66% False False 6,462
40 66.800 57.850 8.950 14.0% 1.572 2.5% 70% False False 3,373
60 66.800 53.000 13.800 21.5% 1.339 2.1% 80% False False 2,252
80 67.460 53.000 14.460 22.6% 1.004 1.6% 77% False False 1,689
100 67.460 53.000 14.460 22.6% 0.803 1.3% 77% False False 1,351
120 67.460 53.000 14.460 22.6% 0.669 1.0% 77% False False 1,126
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 0.435
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.669
2.618 69.098
1.618 67.523
1.000 66.550
0.618 65.948
HIGH 64.975
0.618 64.373
0.500 64.188
0.382 64.002
LOW 63.400
0.618 62.427
1.000 61.825
1.618 60.852
2.618 59.277
4.250 56.706
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 64.188 64.513
PP 64.152 64.368
S1 64.116 64.224

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

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