NYMEX miNY Light Sweet Crude Oil Future April 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 58.200 58.300 0.100 0.2% 61.325
High 58.450 58.650 0.200 0.3% 62.300
Low 57.300 57.375 0.075 0.1% 59.550
Close 58.250 57.550 -0.700 -1.2% 60.000
Range 1.150 1.275 0.125 10.9% 2.750
ATR 1.692 1.662 -0.030 -1.8% 0.000
Volume 19,511 20,677 1,166 6.0% 97,056
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 61.683 60.892 58.251
R3 60.408 59.617 57.901
R2 59.133 59.133 57.784
R1 58.342 58.342 57.667 58.100
PP 57.858 57.858 57.858 57.738
S1 57.067 57.067 57.433 56.825
S2 56.583 56.583 57.316
S3 55.308 55.792 57.199
S4 54.033 54.517 56.849
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 61.825 57.300 4.525 7.9% 1.565 2.7% 6% False False 18,362
10 62.400 57.300 5.100 8.9% 1.450 2.5% 5% False False 19,767
20 62.500 57.125 5.375 9.3% 1.644 2.9% 8% False False 20,991
40 62.500 52.000 10.500 18.2% 1.831 3.2% 53% False False 11,047
60 65.400 51.700 13.700 23.8% 1.620 2.8% 43% False False 7,372
80 66.830 51.700 15.130 26.3% 1.215 2.1% 39% False False 5,529
100 66.830 51.700 15.130 26.3% 0.974 1.7% 39% False False 4,423
120 67.000 51.700 15.300 26.6% 0.811 1.4% 38% False False 3,686
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 0.330
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.069
2.618 61.988
1.618 60.713
1.000 59.925
0.618 59.438
HIGH 58.650
0.618 58.163
0.500 58.013
0.382 57.862
LOW 57.375
0.618 56.587
1.000 56.100
1.618 55.312
2.618 54.037
4.250 51.956
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 58.013 58.613
PP 57.858 58.258
S1 57.704 57.904

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

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