NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 60.175 61.850 1.675 2.8% 59.550
High 62.025 62.500 0.475 0.8% 61.800
Low 59.825 60.800 0.975 1.6% 57.775
Close 61.725 61.925 0.200 0.3% 61.140
Range 2.200 1.700 -0.500 -22.7% 4.025
ATR 1.877 1.864 -0.013 -0.7% 0.000
Volume 38,620 28,514 -10,106 -26.2% 91,578
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.842 66.083 62.860
R3 65.142 64.383 62.393
R2 63.442 63.442 62.237
R1 62.683 62.683 62.081 63.063
PP 61.742 61.742 61.742 61.931
S1 60.983 60.983 61.769 61.363
S2 60.042 60.042 61.613
S3 58.342 59.283 61.458
S4 56.642 57.583 60.990
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 72.313 70.752 63.354
R3 68.288 66.727 62.247
R2 64.263 64.263 61.878
R1 62.702 62.702 61.509 63.483
PP 60.238 60.238 60.238 60.629
S1 58.677 58.677 60.771 59.458
S2 56.213 56.213 60.402
S3 52.188 54.652 60.033
S4 48.163 50.627 58.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.500 59.825 2.675 4.3% 1.680 2.7% 79% True False 30,214
10 62.500 57.125 5.375 8.7% 1.838 3.0% 89% True False 22,216
20 62.500 57.125 5.375 8.7% 1.879 3.0% 89% True False 11,926
40 62.500 51.700 10.800 17.4% 1.961 3.2% 95% True False 6,116
60 65.990 51.700 14.290 23.1% 1.378 2.2% 72% False False 4,078
80 66.830 51.700 15.130 24.4% 1.033 1.7% 68% False False 3,058
100 66.830 51.700 15.130 24.4% 0.829 1.3% 68% False False 2,447
120 71.850 51.700 20.150 32.5% 0.691 1.1% 51% False False 2,039
Crabel Price Patterns
NR True
NR4 False
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 0.455
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.725
2.618 66.951
1.618 65.251
1.000 64.200
0.618 63.551
HIGH 62.500
0.618 61.851
0.500 61.650
0.382 61.449
LOW 60.800
0.618 59.749
1.000 59.100
1.618 58.049
2.618 56.349
4.250 53.575
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 61.833 61.671
PP 61.742 61.417
S1 61.650 61.163

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

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