NYMEX miNY Light Sweet Crude Oil Future May 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 59.975 59.400 -0.575 -1.0% 61.650
High 60.975 60.350 -0.625 -1.0% 61.775
Low 58.850 59.200 0.350 0.6% 58.850
Close 59.600 59.850 0.250 0.4% 59.600
Range 2.125 1.150 -0.975 -45.9% 2.925
ATR 1.522 1.496 -0.027 -1.7% 0.000
Volume 2,303 7,781 5,478 237.9% 10,081
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 63.250 62.700 60.483
R3 62.100 61.550 60.166
R2 60.950 60.950 60.061
R1 60.400 60.400 59.955 60.675
PP 59.800 59.800 59.800 59.938
S1 59.250 59.250 59.745 59.525
S2 58.650 58.650 59.639
S3 57.500 58.100 59.534
S4 56.350 56.950 59.218
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.850 67.150 61.209
R3 65.925 64.225 60.404
R2 63.000 63.000 60.136
R1 61.300 61.300 59.868 60.688
PP 60.075 60.075 60.075 59.769
S1 58.375 58.375 59.332 57.763
S2 57.150 57.150 59.064
S3 54.225 55.450 58.796
S4 51.300 52.525 57.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.775 58.850 2.925 4.9% 1.445 2.4% 34% False False 3,420
10 63.725 58.850 4.875 8.1% 1.393 2.3% 21% False False 2,126
20 63.725 58.650 5.075 8.5% 1.523 2.5% 24% False False 1,415
40 63.725 54.550 9.175 15.3% 1.516 2.5% 58% False False 726
60 66.120 53.000 13.120 21.9% 1.130 1.9% 52% False False 485
80 67.460 53.000 14.460 24.2% 0.848 1.4% 47% False False 363
100 67.460 53.000 14.460 24.2% 0.678 1.1% 47% False False 291
120 67.460 53.000 14.460 24.2% 0.565 0.9% 47% False False 242
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 0.365
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.238
2.618 63.361
1.618 62.211
1.000 61.500
0.618 61.061
HIGH 60.350
0.618 59.911
0.500 59.775
0.382 59.639
LOW 59.200
0.618 58.489
1.000 58.050
1.618 57.339
2.618 56.189
4.250 54.313
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 59.825 59.975
PP 59.800 59.933
S1 59.775 59.892

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

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