NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 61.325 59.925 -1.400 -2.3% 60.875
High 61.325 60.800 -0.525 -0.9% 62.500
Low 59.550 59.675 0.125 0.2% 59.825
Close 59.900 60.725 0.825 1.4% 61.640
Range 1.775 1.125 -0.650 -36.6% 2.675
ATR 1.838 1.787 -0.051 -2.8% 0.000
Volume 17,293 22,516 5,223 30.2% 148,085
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.775 63.375 61.344
R3 62.650 62.250 61.034
R2 61.525 61.525 60.931
R1 61.125 61.125 60.828 61.325
PP 60.400 60.400 60.400 60.500
S1 60.000 60.000 60.622 60.200
S2 59.275 59.275 60.519
S3 58.150 58.875 60.416
S4 57.025 57.750 60.106
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% 1.605 2.6% 40% False False 26,837
10 62.500 58.075 4.425 7.3% 1.673 2.8% 60% False False 26,476
20 62.500 57.125 5.375 8.9% 1.828 3.0% 67% False False 15,135
40 62.500 51.700 10.800 17.8% 1.906 3.1% 84% False False 7,790
60 65.490 51.700 13.790 22.7% 1.447 2.4% 65% False False 5,195
80 66.830 51.700 15.130 24.9% 1.085 1.8% 60% False False 3,896
100 66.830 51.700 15.130 24.9% 0.870 1.4% 60% False False 3,117
120 68.560 51.700 16.860 27.8% 0.725 1.2% 54% False False 2,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.433
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.581
2.618 63.745
1.618 62.620
1.000 61.925
0.618 61.495
HIGH 60.800
0.618 60.370
0.500 60.238
0.382 60.105
LOW 59.675
0.618 58.980
1.000 58.550
1.618 57.855
2.618 56.730
4.250 54.894
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 60.563 60.975
PP 60.400 60.892
S1 60.238 60.808

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

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