NYMEX miNY Light Sweet Crude Oil Future April 2007

Trading Metrics calculated at close of trading on 19-Mar-2007

Day Change Summary
	Previous	Current
	16-Mar-2007	19-Mar-2007	Change	Change %	Previous Week
Open	57.500	57.250	-0.250	-0.4%	59.950
High	58.300	57.575	-0.725	-1.2%	60.000
Low	56.175	56.250	0.075	0.1%	56.175
Close	57.125	57.050	-0.075	-0.1%	57.125
Range	2.125	1.325	-0.800	-37.6%	3.825
ATR	1.695	1.669	-0.026	-1.6%	0.000
Volume	12,123	13,211	1,088	9.0%	85,497

Daily Pivots for day following 19-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	60.933	60.317	57.779
R3	59.608	58.992	57.414
R2	58.283	58.283	57.293
R1	57.667	57.667	57.171	57.313
PP	56.958	56.958	56.958	56.781
S1	56.342	56.342	56.929	55.988
S2	55.633	55.633	56.807
S3	54.308	55.017	56.686
S4	52.983	53.692	56.321

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	59.925	56.175	3.750	6.6%	1.605	2.8%	23%	False	False	16,521
10	62.300	56.175	6.125	10.7%	1.495	2.6%	14%	False	False	17,847
20	62.500	56.175	6.325	11.1%	1.631	2.9%	14%	False	False	21,771
40	62.500	53.100	9.400	16.5%	1.816	3.2%	42%	False	False	11,673
60	65.400	51.700	13.700	24.0%	1.666	2.9%	39%	False	False	7,795
80	66.830	51.700	15.130	26.5%	1.258	2.2%	35%	False	False	5,846
100	66.830	51.700	15.130	26.5%	1.008	1.8%	35%	False	False	4,677
120	67.000	51.700	15.300	26.8%	0.840	1.5%	35%	False	False	3,897

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.388
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.206
2.618	61.044
1.618	59.719
1.000	58.900
0.618	58.394
HIGH	57.575
0.618	57.069
0.500	56.913
0.382	56.756
LOW	56.250
0.618	55.431
1.000	54.925
1.618	54.106
2.618	52.781
4.250	50.619

Fisher Pivots for day following 19-Mar-2007
Pivot	1 day	3 day
R1	57.004	57.413
PP	56.958	57.292
S1	56.913	57.171

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