NYMEX miNY Light Sweet Crude Oil Future August 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 69.200 68.975 -0.225 -0.3% 66.250
High 69.275 68.975 -0.300 -0.4% 69.275
Low 68.200 68.650 0.450 0.7% 66.250
Close 68.730 68.990 0.260 0.4% 68.730
Range 1.075 0.325 -0.750 -69.8% 3.025
ATR 0.875 0.836 -0.039 -4.5% 0.000
Volume 11 55 44 400.0% 87
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 69.847 69.743 69.169
R3 69.522 69.418 69.079
R2 69.197 69.197 69.050
R1 69.093 69.093 69.020 69.145
PP 68.872 68.872 68.872 68.898
S1 68.768 68.768 68.960 68.820
S2 68.547 68.547 68.930
S3 68.222 68.443 68.901
S4 67.897 68.118 68.811
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 66.530 2.745 4.0% 0.455 0.7% 90% False False 23
10 69.275 62.500 6.775 9.8% 0.288 0.4% 96% False False 15
20 69.275 61.900 7.375 10.7% 0.364 0.5% 96% False False 8
40 69.275 60.550 8.725 12.6% 0.182 0.3% 97% False False 5
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.356
2.618 69.826
1.618 69.501
1.000 69.300
0.618 69.176
HIGH 68.975
0.618 68.851
0.500 68.813
0.382 68.774
LOW 68.650
0.618 68.449
1.000 68.325
1.618 68.124
2.618 67.799
4.250 67.269
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 68.931 68.748
PP 68.872 68.505
S1 68.813 68.263

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

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