NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 62.100 63.800 1.700 2.7% 61.000
High 64.100 64.550 0.450 0.7% 63.950
Low 62.100 62.950 0.850 1.4% 59.500
Close 63.970 64.060 0.090 0.1% 63.320
Range 2.000 1.600 -0.400 -20.0% 4.450
ATR 1.212 1.240 0.028 2.3% 0.000
Volume 31 72 41 132.3% 66
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.653 67.957 64.940
R3 67.053 66.357 64.500
R2 65.453 65.453 64.353
R1 64.757 64.757 64.207 65.105
PP 63.853 63.853 63.853 64.028
S1 63.157 63.157 63.913 63.505
S2 62.253 62.253 63.767
S3 60.653 61.557 63.620
S4 59.053 59.957 63.180
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 64.550 62.100 2.450 3.8% 1.470 2.3% 80% True False 39
10 64.550 59.500 5.050 7.9% 1.245 1.9% 90% True False 24
20 64.550 59.500 5.050 7.9% 0.950 1.5% 90% True False 14
40 64.550 53.100 11.450 17.9% 0.794 1.2% 96% True False 9
60 67.125 53.100 14.025 21.9% 0.578 0.9% 78% False False 7
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 0.178
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.350
2.618 68.739
1.618 67.139
1.000 66.150
0.618 65.539
HIGH 64.550
0.618 63.939
0.500 63.750
0.382 63.561
LOW 62.950
0.618 61.961
1.000 61.350
1.618 60.361
2.618 58.761
4.250 56.150
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 63.957 63.815
PP 63.853 63.570
S1 63.750 63.325

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

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