NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 59.950 58.925 -1.025 -1.7% 61.325
High 60.000 59.925 -0.075 -0.1% 62.300
Low 58.600 57.775 -0.825 -1.4% 59.550
Close 58.975 58.200 -0.775 -1.3% 60.000
Range 1.400 2.150 0.750 53.6% 2.750
ATR 1.702 1.734 0.032 1.9% 0.000
Volume 16,103 17,083 980 6.1% 97,056
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 65.083 63.792 59.383
R3 62.933 61.642 58.791
R2 60.783 60.783 58.594
R1 59.492 59.492 58.397 59.063
PP 58.633 58.633 58.633 58.419
S1 57.342 57.342 58.003 56.913
S2 56.483 56.483 57.806
S3 54.333 55.192 57.609
S4 52.183 53.042 57.018
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 57.775 4.525 7.8% 1.590 2.7% 9% False True 18,086
10 62.500 57.775 4.725 8.1% 1.598 2.7% 9% False True 22,462
20 62.500 57.125 5.375 9.2% 1.723 3.0% 20% False False 19,328
40 62.500 51.700 10.800 18.6% 1.893 3.3% 60% False False 10,046
60 65.490 51.700 13.790 23.7% 1.579 2.7% 47% False False 6,702
80 66.830 51.700 15.130 26.0% 1.184 2.0% 43% False False 5,027
100 66.830 51.700 15.130 26.0% 0.950 1.6% 43% False False 4,021
120 67.000 51.700 15.300 26.3% 0.791 1.4% 42% False False 3,351
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 False
Bear Hook False
Bull Hook False
Stretch 0.370
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 69.063
2.618 65.554
1.618 63.404
1.000 62.075
0.618 61.254
HIGH 59.925
0.618 59.104
0.500 58.850
0.382 58.596
LOW 57.775
0.618 56.446
1.000 55.625
1.618 54.296
2.618 52.146
4.250 48.638
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 58.850 59.800
PP 58.633 59.267
S1 58.417 58.733

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

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