NYMEX miNY Light Sweet Crude Oil Future May 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 60.050 61.975 1.925 3.2% 59.400
High 62.075 62.650 0.575 0.9% 62.650
Low 59.950 61.250 1.300 2.2% 59.150
Close 61.690 62.280 0.590 1.0% 62.280
Range 2.125 1.400 -0.725 -34.1% 3.500
ATR 1.472 1.467 -0.005 -0.4% 0.000
Volume 14,211 16,274 2,063 14.5% 68,941
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.260 65.670 63.050
R3 64.860 64.270 62.665
R2 63.460 63.460 62.537
R1 62.870 62.870 62.408 63.165
PP 62.060 62.060 62.060 62.208
S1 61.470 61.470 62.152 61.765
S2 60.660 60.660 62.023
S3 59.260 60.070 61.895
S4 57.860 58.670 61.510
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 71.860 70.570 64.205
R3 68.360 67.070 63.243
R2 64.860 64.860 62.922
R1 63.570 63.570 62.601 64.215
PP 61.360 61.360 61.360 61.683
S1 60.070 60.070 61.959 60.715
S2 57.860 57.860 61.638
S3 54.360 56.570 61.318
S4 50.860 53.070 60.355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.650 59.150 3.500 5.6% 1.320 2.1% 89% True False 13,788
10 62.650 58.850 3.800 6.1% 1.400 2.2% 90% True False 7,902
20 63.725 58.850 4.875 7.8% 1.430 2.3% 70% False False 4,348
40 63.725 55.500 8.225 13.2% 1.556 2.5% 82% False False 2,252
60 63.950 53.000 10.950 17.6% 1.221 2.0% 85% False False 1,504
80 67.460 53.000 14.460 23.2% 0.916 1.5% 64% False False 1,128
100 67.460 53.000 14.460 23.2% 0.733 1.2% 64% False False 902
120 67.460 53.000 14.460 23.2% 0.610 1.0% 64% False False 752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.425
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.600
2.618 66.315
1.618 64.915
1.000 64.050
0.618 63.515
HIGH 62.650
0.618 62.115
0.500 61.950
0.382 61.785
LOW 61.250
0.618 60.385
1.000 59.850
1.618 58.985
2.618 57.585
4.250 55.300
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 62.170 61.828
PP 62.060 61.377
S1 61.950 60.925

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

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