NYMEX miNY Light Sweet Crude Oil Future August 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	67.300	69.200	1.900	2.8%	66.250
High	68.125	69.275	1.150	1.7%	69.275
Low	67.250	68.200	0.950	1.4%	66.250
Close	68.610	68.730	0.120	0.2%	68.730
Range	0.875	1.075	0.200	22.9%	3.025
ATR	0.860	0.875	0.015	1.8%	0.000
Volume	1	11	10	1,000.0%	87

Daily Pivots for day following 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	71.960	71.420	69.321
R3	70.885	70.345	69.026
R2	69.810	69.810	68.927
R1	69.270	69.270	68.829	69.003
PP	68.735	68.735	68.735	68.601
S1	68.195	68.195	68.631	67.928
S2	67.660	67.660	68.533
S3	66.585	67.120	68.434
S4	65.510	66.045	68.139

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	77.160	75.970	70.394
R3	74.135	72.945	69.562
R2	71.110	71.110	69.285
R1	69.920	69.920	69.007	70.515
PP	68.085	68.085	68.085	68.383
S1	66.895	66.895	68.453	67.490
S2	65.060	65.060	68.175
S3	62.035	63.870	67.898
S4	59.010	60.845	67.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.275	66.250	3.025	4.4%	0.390	0.6%	82%	True	False	17
10	69.275	62.500	6.775	9.9%	0.255	0.4%	92%	True	False	9
20	69.275	61.900	7.375	10.7%	0.348	0.5%	93%	True	False	5
40	69.275	60.550	8.725	12.7%	0.174	0.3%	94%	True	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	73.844
2.618	72.089
1.618	71.014
1.000	70.350
0.618	69.939
HIGH	69.275
0.618	68.864
0.500	68.738
0.382	68.611
LOW	68.200
0.618	67.536
1.000	67.125
1.618	66.461
2.618	65.386
4.250	63.631

Fisher Pivots for day following 30-Mar-2007
Pivot	1 day	3 day
R1	68.738	68.574
PP	68.735	68.418
S1	68.733	68.263

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