NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 64.725 62.375 -2.350 -3.6% 63.175
High 64.725 62.575 -2.150 -3.3% 64.725
Low 62.775 61.650 -1.125 -1.8% 61.750
Close 62.820 61.950 -0.870 -1.4% 62.820
Range 1.950 0.925 -1.025 -52.6% 2.975
ATR 1.250 1.244 -0.006 -0.5% 0.000
Volume 23 29 6 26.1% 236
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 64.833 64.317 62.459
R3 63.908 63.392 62.204
R2 62.983 62.983 62.120
R1 62.467 62.467 62.035 62.263
PP 62.058 62.058 62.058 61.956
S1 61.542 61.542 61.865 61.338
S2 61.133 61.133 61.780
S3 60.208 60.617 61.696
S4 59.283 59.692 61.441
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.023 70.397 64.456
R3 69.048 67.422 63.638
R2 66.073 66.073 63.365
R1 64.447 64.447 63.093 63.773
PP 63.098 63.098 63.098 62.761
S1 61.472 61.472 62.547 60.798
S2 60.123 60.123 62.275
S3 57.148 58.497 62.002
S4 54.173 55.522 61.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.725 61.650 3.075 5.0% 1.170 1.9% 10% False True 49
10 64.725 61.650 3.075 5.0% 1.333 2.2% 10% False True 51
20 64.725 59.500 5.225 8.4% 1.088 1.8% 47% False False 32
40 64.725 53.100 11.625 18.8% 0.928 1.5% 76% False False 18
60 66.620 53.100 13.520 21.8% 0.692 1.1% 65% False False 13
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 0.168
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.506
2.618 64.997
1.618 64.072
1.000 63.500
0.618 63.147
HIGH 62.575
0.618 62.222
0.500 62.113
0.382 62.003
LOW 61.650
0.618 61.078
1.000 60.725
1.618 60.153
2.618 59.228
4.250 57.719
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 62.113 63.188
PP 62.058 62.775
S1 62.004 62.363

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

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