NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 64.350 64.050 -0.300 -0.5% 59.400
High 64.975 66.425 1.450 2.2% 62.650
Low 63.400 63.525 0.125 0.2% 59.150
Close 64.080 66.030 1.950 3.0% 62.280
Range 1.575 2.900 1.325 84.1% 3.500
ATR 1.685 1.772 0.087 5.1% 0.000
Volume 11,910 24,096 12,186 102.3% 68,941
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 74.027 72.928 67.625
R3 71.127 70.028 66.828
R2 68.227 68.227 66.562
R1 67.128 67.128 66.296 67.678
PP 65.327 65.327 65.327 65.601
S1 64.228 64.228 65.764 64.778
S2 62.427 62.427 65.498
S3 59.527 61.328 65.233
S4 56.627 58.428 64.435
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 61.250 5.550 8.4% 2.275 3.4% 86% False False 17,046
10 66.800 58.850 7.950 12.0% 1.870 2.8% 90% False False 14,020
20 66.800 58.850 7.950 12.0% 1.601 2.4% 90% False False 7,626
40 66.800 57.850 8.950 13.6% 1.624 2.5% 91% False False 3,975
60 66.800 53.000 13.800 20.9% 1.387 2.1% 94% False False 2,653
80 66.800 53.000 13.800 20.9% 1.040 1.6% 94% False False 1,990
100 67.460 53.000 14.460 21.9% 0.832 1.3% 90% False False 1,592
120 67.460 53.000 14.460 21.9% 0.694 1.1% 90% False False 1,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.433
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.750
2.618 74.017
1.618 71.117
1.000 69.325
0.618 68.217
HIGH 66.425
0.618 65.317
0.500 64.975
0.382 64.633
LOW 63.525
0.618 61.733
1.000 60.625
1.618 58.833
2.618 55.933
4.250 51.200
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 65.678 65.524
PP 65.327 65.018
S1 64.975 64.513

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

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