NYMEX miNY Light Sweet Crude Oil Future July 2007

Trading Metrics calculated at close of trading on 26-Mar-2007

Day Change Summary
	Previous	Current
	23-Mar-2007	26-Mar-2007	Change	Change %	Previous Week
Open	63.850	64.850	1.000	1.6%	62.020
High	64.650	65.675	1.025	1.6%	64.650
Low	63.850	64.850	1.000	1.6%	61.900
Close	64.380	65.560	1.180	1.8%	64.380
Range	0.800	0.825	0.025	3.1%	2.750
ATR	0.825	0.859	0.034	4.1%	0.000
Volume	117	11	-106	-90.6%	339

Daily Pivots for day following 26-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	67.837	67.523	66.014
R3	67.012	66.698	65.787
R2	66.187	66.187	65.711
R1	65.873	65.873	65.636	66.030
PP	65.362	65.362	65.362	65.440
S1	65.048	65.048	65.484	65.205
S2	64.537	64.537	65.409
S3	63.712	64.223	65.333
S4	62.887	63.398	65.106

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	71.893	70.887	65.893
R3	69.143	68.137	65.136
R2	66.393	66.393	64.884
R1	65.387	65.387	64.632	65.890
PP	63.643	63.643	63.643	63.895
S1	62.637	62.637	64.128	63.140
S2	60.893	60.893	63.876
S3	58.143	59.887	63.624
S4	55.393	57.137	62.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.675	61.900	3.775	5.8%	0.655	1.0%	97%	True	False	69
10	65.675	61.700	3.975	6.1%	0.328	0.5%	97%	True	False	35
20	65.675	61.700	3.975	6.1%	0.331	0.5%	97%	True	False	18
40	65.675	59.450	6.225	9.5%	0.166	0.3%	98%	True	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.181
2.618	67.835
1.618	67.010
1.000	66.500
0.618	66.185
HIGH	65.675
0.618	65.360
0.500	65.263
0.382	65.165
LOW	64.850
0.618	64.340
1.000	64.025
1.618	63.515
2.618	62.690
4.250	61.344

Fisher Pivots for day following 26-Mar-2007
Pivot	1 day	3 day
R1	65.461	65.157
PP	65.362	64.753
S1	65.263	64.350

Download as Excel Spreadsheet

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

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