NYMEX miNY Light Sweet Crude Oil Future April 2007

Trading Metrics calculated at close of trading on 09-Mar-2007

Day Change Summary
	Previous	Current
	08-Mar-2007	09-Mar-2007	Change	Change %	Previous Week
Open	61.750	61.700	-0.050	-0.1%	61.325
High	62.300	61.825	-0.475	-0.8%	62.300
Low	61.200	59.975	-1.225	-2.0%	59.550
Close	61.775	60.000	-1.775	-2.9%	60.000
Range	1.100	1.850	0.750	68.2%	2.750
ATR	1.715	1.725	0.010	0.6%	0.000
Volume	20,818	18,438	-2,380	-11.4%	97,056

Daily Pivots for day following 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	66.150	64.925	61.018
R3	64.300	63.075	60.509
R2	62.450	62.450	60.339
R1	61.225	61.225	60.170	60.913
PP	60.600	60.600	60.600	60.444
S1	59.375	59.375	59.830	59.063
S2	58.750	58.750	59.661
S3	56.900	57.525	59.491
S4	55.050	55.675	58.983

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	68.867	67.183	61.513
R3	66.117	64.433	60.756
R2	63.367	63.367	60.504
R1	61.683	61.683	60.252	61.150
PP	60.617	60.617	60.617	60.350
S1	58.933	58.933	59.748	58.400
S2	57.867	57.867	59.496
S3	55.117	56.183	59.244
S4	52.367	53.433	58.488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.300	59.550	2.750	4.6%	1.460	2.4%	16%	False	False	19,411
10	62.500	59.550	2.950	4.9%	1.568	2.6%	15%	False	False	24,514
20	62.500	57.125	5.375	9.0%	1.721	2.9%	53%	False	False	17,822
40	62.500	51.700	10.800	18.0%	1.911	3.2%	77%	False	False	9,218
60	65.490	51.700	13.790	23.0%	1.520	2.5%	60%	False	False	6,149
80	66.830	51.700	15.130	25.2%	1.140	1.9%	55%	False	False	4,612
100	66.830	51.700	15.130	25.2%	0.914	1.5%	55%	False	False	3,690
120	68.200	51.700	16.500	27.5%	0.762	1.3%	50%	False	False	3,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.370
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	69.688
2.618	66.668
1.618	64.818
1.000	63.675
0.618	62.968
HIGH	61.825
0.618	61.118
0.500	60.900
0.382	60.682
LOW	59.975
0.618	58.832
1.000	58.125
1.618	56.982
2.618	55.132
4.250	52.113

Fisher Pivots for day following 09-Mar-2007
Pivot	1 day	3 day
R1	60.900	61.138
PP	60.600	60.758
S1	60.300	60.379

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