NYMEX miNY Light Sweet Crude Oil Future April 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 61.750 61.700 -0.050 -0.1% 61.325
High 62.300 61.825 -0.475 -0.8% 62.300
Low 61.200 59.975 -1.225 -2.0% 59.550
Close 61.775 60.000 -1.775 -2.9% 60.000
Range 1.100 1.850 0.750 68.2% 2.750
ATR 1.715 1.725 0.010 0.6% 0.000
Volume 20,818 18,438 -2,380 -11.4% 97,056
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 66.150 64.925 61.018
R3 64.300 63.075 60.509
R2 62.450 62.450 60.339
R1 61.225 61.225 60.170 60.913
PP 60.600 60.600 60.600 60.444
S1 59.375 59.375 59.830 59.063
S2 58.750 58.750 59.661
S3 56.900 57.525 59.491
S4 55.050 55.675 58.983
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 68.867 67.183 61.513
R3 66.117 64.433 60.756
R2 63.367 63.367 60.504
R1 61.683 61.683 60.252 61.150
PP 60.617 60.617 60.617 60.350
S1 58.933 58.933 59.748 58.400
S2 57.867 57.867 59.496
S3 55.117 56.183 59.244
S4 52.367 53.433 58.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.300 59.550 2.750 4.6% 1.460 2.4% 16% False False 19,411
10 62.500 59.550 2.950 4.9% 1.568 2.6% 15% False False 24,514
20 62.500 57.125 5.375 9.0% 1.721 2.9% 53% False False 17,822
40 62.500 51.700 10.800 18.0% 1.911 3.2% 77% False False 9,218
60 65.490 51.700 13.790 23.0% 1.520 2.5% 60% False False 6,149
80 66.830 51.700 15.130 25.2% 1.140 1.9% 55% False False 4,612
100 66.830 51.700 15.130 25.2% 0.914 1.5% 55% False False 3,690
120 68.200 51.700 16.500 27.5% 0.762 1.3% 50% False False 3,075
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 True
Bear Hook False
Bull Hook False
Stretch 0.370
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 69.688
2.618 66.668
1.618 64.818
1.000 63.675
0.618 62.968
HIGH 61.825
0.618 61.118
0.500 60.900
0.382 60.682
LOW 59.975
0.618 58.832
1.000 58.125
1.618 56.982
2.618 55.132
4.250 52.113
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 60.900 61.138
PP 60.600 60.758
S1 60.300 60.379

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

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