NYMEX miNY Light Sweet Crude Oil Future May 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 63.150 63.500 0.350 0.6% 62.375
High 63.725 63.500 -0.225 -0.4% 63.725
Low 62.725 61.675 -1.050 -1.7% 60.800
Close 63.300 61.750 -1.550 -2.4% 61.750
Range 1.000 1.825 0.825 82.5% 2.925
ATR 1.507 1.530 0.023 1.5% 0.000
Volume 774 723 -51 -6.6% 3,720
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 67.783 66.592 62.754
R3 65.958 64.767 62.252
R2 64.133 64.133 62.085
R1 62.942 62.942 61.917 62.625
PP 62.308 62.308 62.308 62.150
S1 61.117 61.117 61.583 60.800
S2 60.483 60.483 61.415
S3 58.658 59.292 61.248
S4 56.833 57.467 60.746
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 70.867 69.233 63.359
R3 67.942 66.308 62.554
R2 65.017 65.017 62.286
R1 63.383 63.383 62.018 62.738
PP 62.092 62.092 62.092 61.769
S1 60.458 60.458 61.482 59.813
S2 59.167 59.167 61.214
S3 56.242 57.533 60.946
S4 53.317 54.608 60.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.725 60.800 2.925 4.7% 1.390 2.3% 32% False False 744
10 63.725 60.800 2.925 4.7% 1.460 2.4% 32% False False 795
20 63.725 57.850 5.875 9.5% 1.580 2.6% 66% False False 542
40 63.725 53.000 10.725 17.4% 1.481 2.4% 82% False False 281
60 66.120 53.000 13.120 21.2% 0.988 1.6% 67% False False 187
80 67.460 53.000 14.460 23.4% 0.741 1.2% 61% False False 140
100 67.460 53.000 14.460 23.4% 0.593 1.0% 61% False False 112
120 68.640 53.000 15.640 25.3% 0.494 0.8% 56% False False 93
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 0.315
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.256
2.618 68.278
1.618 66.453
1.000 65.325
0.618 64.628
HIGH 63.500
0.618 62.803
0.500 62.588
0.382 62.372
LOW 61.675
0.618 60.547
1.000 59.850
1.618 58.722
2.618 56.897
4.250 53.919
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 62.588 62.700
PP 62.308 62.383
S1 62.029 62.067

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

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