NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 63.500 63.550 0.050 0.1% 61.000
High 63.725 64.100 0.375 0.6% 63.950
Low 63.100 62.100 -1.000 -1.6% 59.500
Close 63.450 63.520 0.070 0.1% 63.320
Range 0.625 2.000 1.375 220.0% 4.450
ATR 1.086 1.152 0.065 6.0% 0.000
Volume 53 20 -33 -62.3% 66
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 69.240 68.380 64.620
R3 67.240 66.380 64.070
R2 65.240 65.240 63.887
R1 64.380 64.380 63.703 63.810
PP 63.240 63.240 63.240 62.955
S1 62.380 62.380 63.337 61.810
S2 61.240 61.240 63.153
S3 59.240 60.380 62.970
S4 57.240 58.380 62.420
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 75.607 73.913 65.768
R3 71.157 69.463 64.544
R2 66.707 66.707 64.136
R1 65.013 65.013 63.728 65.860
PP 62.257 62.257 62.257 62.680
S1 60.563 60.563 62.912 61.410
S2 57.807 57.807 62.504
S3 53.357 56.113 62.096
S4 48.907 51.663 60.873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.100 59.925 4.175 6.6% 1.460 2.3% 86% True False 24
10 64.100 59.500 4.600 7.2% 0.885 1.4% 87% True False 15
20 64.100 59.500 4.600 7.2% 0.785 1.2% 87% True False 9
40 64.540 53.100 11.440 18.0% 0.755 1.2% 91% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.103
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.600
2.618 69.336
1.618 67.336
1.000 66.100
0.618 65.336
HIGH 64.100
0.618 63.336
0.500 63.100
0.382 62.864
LOW 62.100
0.618 60.864
1.000 60.100
1.618 58.864
2.618 56.864
4.250 53.600
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 63.380 63.380
PP 63.240 63.240
S1 63.100 63.100

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

View Archives - Comment on this page... - Back to Index of Symbols