NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 59.900 59.750 -0.150 -0.3% 61.650
High 60.175 60.100 -0.075 -0.1% 61.775
Low 59.150 59.200 0.050 0.1% 58.850
Close 59.775 60.075 0.300 0.5% 59.600
Range 1.025 0.900 -0.125 -12.2% 2.925
ATR 1.462 1.422 -0.040 -2.7% 0.000
Volume 14,992 15,683 691 4.6% 10,081
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 62.492 62.183 60.570
R3 61.592 61.283 60.323
R2 60.692 60.692 60.240
R1 60.383 60.383 60.158 60.538
PP 59.792 59.792 59.792 59.869
S1 59.483 59.483 59.993 59.638
S2 58.892 58.892 59.910
S3 57.992 58.583 59.828
S4 57.092 57.683 59.580
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 61.100 58.850 2.250 3.7% 1.295 2.2% 54% False False 8,969
10 63.725 58.850 4.875 8.1% 1.330 2.2% 25% False False 5,003
20 63.725 58.850 4.875 8.1% 1.400 2.3% 25% False False 2,925
40 63.725 55.500 8.225 13.7% 1.506 2.5% 56% False False 1,493
60 65.110 53.000 12.110 20.2% 1.162 1.9% 58% False False 996
80 67.460 53.000 14.460 24.1% 0.872 1.5% 49% False False 747
100 67.460 53.000 14.460 24.1% 0.697 1.2% 49% False False 597
120 67.460 53.000 14.460 24.1% 0.581 1.0% 49% False False 498
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.390
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.925
2.618 62.456
1.618 61.556
1.000 61.000
0.618 60.656
HIGH 60.100
0.618 59.756
0.500 59.650
0.382 59.544
LOW 59.200
0.618 58.644
1.000 58.300
1.618 57.744
2.618 56.844
4.250 55.375
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 59.933 59.967
PP 59.792 59.858
S1 59.650 59.750

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

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