NYMEX miNY Light Sweet Crude Oil Future July 2007

Trading Metrics calculated at close of trading on 29-Mar-2007

Day Change Summary
	Previous	Current
	28-Mar-2007	29-Mar-2007	Change	Change %	Previous Week
Open	66.875	66.500	-0.375	-0.6%	62.020
High	67.500	68.400	0.900	1.3%	64.650
Low	66.875	66.500	-0.375	-0.6%	61.900
Close	66.750	68.050	1.300	1.9%	64.380
Range	0.625	1.900	1.275	204.0%	2.750
ATR	0.979	1.044	0.066	6.7%	0.000
Volume	57	79	22	38.6%	339

Daily Pivots for day following 29-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	73.350	72.600	69.095
R3	71.450	70.700	68.573
R2	69.550	69.550	68.398
R1	68.800	68.800	68.224	69.175
PP	67.650	67.650	67.650	67.838
S1	66.900	66.900	67.876	67.275
S2	65.750	65.750	67.702
S3	63.850	65.000	67.528
S4	61.950	63.100	67.005

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	68.400	63.850	4.550	6.7%	1.180	1.7%	92%	True	False	59
10	68.400	61.700	6.700	9.8%	0.755	1.1%	95%	True	False	52
20	68.400	61.700	6.700	9.8%	0.378	0.6%	95%	True	False	26
40	68.400	60.090	8.310	12.2%	0.273	0.4%	96%	True	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.005
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	76.475
2.618	73.374
1.618	71.474
1.000	70.300
0.618	69.574
HIGH	68.400
0.618	67.674
0.500	67.450
0.382	67.226
LOW	66.500
0.618	65.326
1.000	64.600
1.618	63.426
2.618	61.526
4.250	58.425

Fisher Pivots for day following 29-Mar-2007
Pivot	1 day	3 day
R1	67.850	67.633
PP	67.650	67.217
S1	67.450	66.800

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