NYMEX miNY Light Sweet Crude Oil Future April 2007

Trading Metrics calculated at close of trading on 05-Mar-2007

Day Change Summary
	Previous	Current
	02-Mar-2007	05-Mar-2007	Change	Change %	Previous Week
Open	61.850	61.325	-0.525	-0.8%	60.875
High	62.400	61.325	-1.075	-1.7%	62.500
Low	61.175	59.550	-1.625	-2.7%	59.825
Close	61.640	59.900	-1.740	-2.8%	61.640
Range	1.225	1.775	0.550	44.9%	2.675
ATR	1.818	1.838	0.019	1.1%	0.000
Volume	27,245	17,293	-9,952	-36.5%	148,085

Daily Pivots for day following 05-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	65.583	64.517	60.876
R3	63.808	62.742	60.388
R2	62.033	62.033	60.225
R1	60.967	60.967	60.063	60.613
PP	60.258	60.258	60.258	60.081
S1	59.192	59.192	59.737	58.838
S2	58.483	58.483	59.575
S3	56.708	57.417	59.412
S4	54.933	55.642	58.924

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	69.347	68.168	63.111
R3	66.672	65.493	62.376
R2	63.997	63.997	62.130
R1	62.818	62.818	61.885	63.408
PP	61.322	61.322	61.322	61.616
S1	60.143	60.143	61.395	60.733
S2	58.647	58.647	61.150
S3	55.972	57.468	60.904
S4	53.297	54.793	60.169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.500	59.550	2.950	4.9%	1.820	3.0%	12%	False	True	26,988
10	62.500	57.775	4.725	7.9%	1.768	3.0%	45%	False	False	25,695
20	62.500	57.125	5.375	9.0%	1.845	3.1%	52%	False	False	14,055
40	62.500	51.700	10.800	18.0%	1.908	3.2%	76%	False	False	7,228
60	65.490	51.700	13.790	23.0%	1.428	2.4%	59%	False	False	4,820
80	66.830	51.700	15.130	25.3%	1.071	1.8%	54%	False	False	3,615
100	66.830	51.700	15.130	25.3%	0.859	1.4%	54%	False	False	2,892
120	69.990	51.700	18.290	30.5%	0.716	1.2%	45%	False	False	2,410

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.438
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	68.869
2.618	65.972
1.618	64.197
1.000	63.100
0.618	62.422
HIGH	61.325
0.618	60.647
0.500	60.438
0.382	60.228
LOW	59.550
0.618	58.453
1.000	57.775
1.618	56.678
2.618	54.903
4.250	52.006

Fisher Pivots for day following 05-Mar-2007
Pivot	1 day	3 day
R1	60.438	61.025
PP	60.258	60.650
S1	60.079	60.275

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