NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 59.925 60.800 0.875 1.5% 60.875
High 60.800 62.075 1.275 2.1% 62.500
Low 59.675 60.625 0.950 1.6% 59.825
Close 60.725 61.825 1.100 1.8% 61.640
Range 1.125 1.450 0.325 28.9% 2.675
ATR 1.787 1.763 -0.024 -1.3% 0.000
Volume 22,516 17,991 -4,525 -20.1% 148,085
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.858 65.292 62.623
R3 64.408 63.842 62.224
R2 62.958 62.958 62.091
R1 62.392 62.392 61.958 62.675
PP 61.508 61.508 61.508 61.650
S1 60.942 60.942 61.692 61.225
S2 60.058 60.058 61.559
S3 58.608 59.492 61.426
S4 57.158 58.042 61.028
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 4.8% 1.455 2.4% 77% False False 22,711
10 62.500 59.550 2.950 4.8% 1.563 2.5% 77% False False 26,215
20 62.500 57.125 5.375 8.7% 1.828 3.0% 87% False False 15,974
40 62.500 51.700 10.800 17.5% 1.928 3.1% 94% False False 8,239
60 65.490 51.700 13.790 22.3% 1.471 2.4% 73% False False 5,495
80 66.830 51.700 15.130 24.5% 1.103 1.8% 67% False False 4,121
100 66.830 51.700 15.130 24.5% 0.885 1.4% 67% False False 3,297
120 68.560 51.700 16.860 27.3% 0.737 1.2% 60% False False 2,747
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 0.365
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.238
2.618 65.871
1.618 64.421
1.000 63.525
0.618 62.971
HIGH 62.075
0.618 61.521
0.500 61.350
0.382 61.179
LOW 60.625
0.618 59.729
1.000 59.175
1.618 58.279
2.618 56.829
4.250 54.463
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 61.667 61.488
PP 61.508 61.150
S1 61.350 60.813

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

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