NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 58.300 57.500 -0.800 -1.4% 59.950
High 58.650 58.300 -0.350 -0.6% 60.000
Low 57.375 56.175 -1.200 -2.1% 56.175
Close 57.550 57.125 -0.425 -0.7% 57.125
Range 1.275 2.125 0.850 66.7% 3.825
ATR 1.662 1.695 0.033 2.0% 0.000
Volume 20,677 12,123 -8,554 -41.4% 85,497
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.575 62.475 58.294
R3 61.450 60.350 57.709
R2 59.325 59.325 57.515
R1 58.225 58.225 57.320 57.713
PP 57.200 57.200 57.200 56.944
S1 56.100 56.100 56.930 55.588
S2 55.075 55.075 56.735
S3 52.950 53.975 56.541
S4 50.825 51.850 55.956
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 69.242 67.008 59.229
R3 65.417 63.183 58.177
R2 61.592 61.592 57.826
R1 59.358 59.358 57.476 58.563
PP 57.767 57.767 57.767 57.369
S1 55.533 55.533 56.774 54.738
S2 53.942 53.942 56.424
S3 50.117 51.708 56.073
S4 46.292 47.883 55.021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.000 56.175 3.825 6.7% 1.620 2.8% 25% False True 17,099
10 62.300 56.175 6.125 10.7% 1.540 2.7% 16% False True 18,255
20 62.500 56.175 6.325 11.1% 1.656 2.9% 15% False True 21,401
40 62.500 52.550 9.950 17.4% 1.828 3.2% 46% False False 11,346
60 65.400 51.700 13.700 24.0% 1.655 2.9% 40% False False 7,574
80 66.830 51.700 15.130 26.5% 1.241 2.2% 36% False False 5,681
100 66.830 51.700 15.130 26.5% 0.995 1.7% 36% False False 4,544
120 67.000 51.700 15.300 26.8% 0.829 1.5% 35% False False 3,787
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 False
Bear Hook False
Bull Hook False
Stretch 0.355
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.331
2.618 63.863
1.618 61.738
1.000 60.425
0.618 59.613
HIGH 58.300
0.618 57.488
0.500 57.238
0.382 56.987
LOW 56.175
0.618 54.862
1.000 54.050
1.618 52.737
2.618 50.612
4.250 47.144
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 57.238 57.413
PP 57.200 57.317
S1 57.163 57.221

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

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