NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 65.800 65.575 -0.225 -0.3% 60.650
High 66.550 67.675 1.125 1.7% 63.800
Low 65.225 65.225 0.000 0.0% 60.650
Close 65.680 67.280 1.600 2.4% 63.520
Range 1.325 2.450 1.125 84.9% 3.150
ATR 1.414 1.488 0.074 5.2% 0.000
Volume 924 1,165 241 26.1% 1,423
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 74.077 73.128 68.628
R3 71.627 70.678 67.954
R2 69.177 69.177 67.729
R1 68.228 68.228 67.505 68.703
PP 66.727 66.727 66.727 66.964
S1 65.778 65.778 67.055 66.253
S2 64.277 64.277 66.831
S3 61.827 63.328 66.606
S4 59.377 60.878 65.933
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 72.107 70.963 65.253
R3 68.957 67.813 64.386
R2 65.807 65.807 64.098
R1 64.663 64.663 63.809 65.235
PP 62.657 62.657 62.657 62.943
S1 61.513 61.513 63.231 62.085
S2 59.507 59.507 62.943
S3 56.357 58.363 62.654
S4 53.207 55.213 61.788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.675 62.575 5.100 7.6% 1.825 2.7% 92% True False 713
10 67.675 60.250 7.425 11.0% 1.548 2.3% 95% True False 460
20 67.675 60.250 7.425 11.0% 1.310 1.9% 95% True False 265
40 67.675 59.500 8.175 12.2% 1.130 1.7% 95% True False 140
60 67.675 53.100 14.575 21.7% 0.966 1.4% 97% True False 94
80 67.675 53.100 14.575 21.7% 0.761 1.1% 97% True False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.335
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.088
2.618 74.089
1.618 71.639
1.000 70.125
0.618 69.189
HIGH 67.675
0.618 66.739
0.500 66.450
0.382 66.161
LOW 65.225
0.618 63.711
1.000 62.775
1.618 61.261
2.618 58.811
4.250 54.813
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 67.003 66.799
PP 66.727 66.318
S1 66.450 65.838

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

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