NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 60.800 61.750 0.950 1.6% 60.875
High 62.075 62.300 0.225 0.4% 62.500
Low 60.625 61.200 0.575 0.9% 59.825
Close 61.825 61.775 -0.050 -0.1% 61.640
Range 1.450 1.100 -0.350 -24.1% 2.675
ATR 1.763 1.715 -0.047 -2.7% 0.000
Volume 17,991 20,818 2,827 15.7% 148,085
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.058 64.517 62.380
R3 63.958 63.417 62.078
R2 62.858 62.858 61.977
R1 62.317 62.317 61.876 62.588
PP 61.758 61.758 61.758 61.894
S1 61.217 61.217 61.674 61.488
S2 60.658 60.658 61.573
S3 59.558 60.117 61.473
S4 58.458 59.017 61.170
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 62.400 59.550 2.850 4.6% 1.335 2.2% 78% False False 21,172
10 62.500 59.550 2.950 4.8% 1.508 2.4% 75% False False 25,693
20 62.500 57.125 5.375 8.7% 1.759 2.8% 87% False False 16,958
40 62.500 51.700 10.800 17.5% 1.914 3.1% 93% False False 8,758
60 65.490 51.700 13.790 22.3% 1.489 2.4% 73% False False 5,842
80 66.830 51.700 15.130 24.5% 1.117 1.8% 67% False False 4,381
100 66.830 51.700 15.130 24.5% 0.896 1.4% 67% False False 3,505
120 68.200 51.700 16.500 26.7% 0.746 1.2% 61% False False 2,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.378
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 66.975
2.618 65.180
1.618 64.080
1.000 63.400
0.618 62.980
HIGH 62.300
0.618 61.880
0.500 61.750
0.382 61.620
LOW 61.200
0.618 60.520
1.000 60.100
1.618 59.420
2.618 58.320
4.250 56.525
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 61.767 61.513
PP 61.758 61.250
S1 61.750 60.988

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

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