NYMEX miNY Light Sweet Crude Oil Future June 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 64.450 65.800 1.350 2.1% 60.650
High 67.100 66.550 -0.550 -0.8% 63.800
Low 64.000 65.225 1.225 1.9% 60.650
Close 64.650 65.680 1.030 1.6% 63.520
Range 3.100 1.325 -1.775 -57.3% 3.150
ATR 1.377 1.414 0.037 2.7% 0.000
Volume 644 924 280 43.5% 1,423
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.793 69.062 66.409
R3 68.468 67.737 66.044
R2 67.143 67.143 65.923
R1 66.412 66.412 65.801 66.115
PP 65.818 65.818 65.818 65.670
S1 65.087 65.087 65.559 64.790
S2 64.493 64.493 65.437
S3 63.168 63.762 65.316
S4 61.843 62.437 64.951
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.107 70.963 65.253
R3 68.957 67.813 64.386
R2 65.807 65.807 64.098
R1 64.663 64.663 63.809 65.235
PP 62.657 62.657 62.657 62.943
S1 61.513 61.513 63.231 62.085
S2 59.507 59.507 62.943
S3 56.357 58.363 62.654
S4 53.207 55.213 61.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.100 61.425 5.675 8.6% 1.715 2.6% 75% False False 546
10 67.100 60.250 6.850 10.4% 1.405 2.1% 79% False False 363
20 67.100 60.250 6.850 10.4% 1.268 1.9% 79% False False 211
40 67.100 59.500 7.600 11.6% 1.069 1.6% 81% False False 111
60 67.100 53.100 14.000 21.3% 0.959 1.5% 90% False False 75
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 0.335
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.181
2.618 70.019
1.618 68.694
1.000 67.875
0.618 67.369
HIGH 66.550
0.618 66.044
0.500 65.888
0.382 65.731
LOW 65.225
0.618 64.406
1.000 63.900
1.618 63.081
2.618 61.756
4.250 59.594
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 65.888 65.587
PP 65.818 65.493
S1 65.749 65.400

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

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