NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 65.575 67.450 1.875 2.9% 63.750
High 67.675 68.050 0.375 0.6% 68.050
Low 65.225 66.850 1.625 2.5% 63.700
Close 67.280 67.470 0.190 0.3% 67.470
Range 2.450 1.200 -1.250 -51.0% 4.350
ATR 1.488 1.468 -0.021 -1.4% 0.000
Volume 1,165 1,840 675 57.9% 4,959
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.057 70.463 68.130
R3 69.857 69.263 67.800
R2 68.657 68.657 67.690
R1 68.063 68.063 67.580 68.360
PP 67.457 67.457 67.457 67.605
S1 66.863 66.863 67.360 67.160
S2 66.257 66.257 67.250
S3 65.057 65.663 67.140
S4 63.857 64.463 66.810
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 79.457 77.813 69.863
R3 75.107 73.463 68.666
R2 70.757 70.757 68.268
R1 69.113 69.113 67.869 69.935
PP 66.407 66.407 66.407 66.818
S1 64.763 64.763 67.071 65.585
S2 62.057 62.057 66.673
S3 57.707 60.413 66.274
S4 53.357 56.063 65.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.050 63.700 4.350 6.4% 1.820 2.7% 87% True False 991
10 68.050 60.650 7.400 11.0% 1.470 2.2% 92% True False 638
20 68.050 60.250 7.800 11.6% 1.348 2.0% 93% True False 351
40 68.050 59.500 8.550 12.7% 1.160 1.7% 93% True False 186
60 68.050 53.100 14.950 22.2% 0.986 1.5% 96% True False 125
80 68.050 53.100 14.950 22.2% 0.776 1.2% 96% True False 94
Crabel Price Patterns
NR True
NR4 True
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 0.303
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.150
2.618 71.192
1.618 69.992
1.000 69.250
0.618 68.792
HIGH 68.050
0.618 67.592
0.500 67.450
0.382 67.308
LOW 66.850
0.618 66.108
1.000 65.650
1.618 64.908
2.618 63.708
4.250 61.750
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 67.463 67.193
PP 67.457 66.915
S1 67.450 66.638

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

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