NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 106.70 106.77 0.07 0.1% 104.76
High 107.09 106.97 -0.12 -0.1% 107.45
Low 105.84 105.00 -0.84 -0.8% 103.74
Close 106.64 105.37 -1.27 -1.2% 106.64
Range 1.25 1.97 0.72 57.6% 3.71
ATR 2.50 2.46 -0.04 -1.5% 0.00
Volume 24,273 10,139 -14,134 -58.2% 73,732
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.69 110.50 106.45
R3 109.72 108.53 105.91
R2 107.75 107.75 105.73
R1 106.56 106.56 105.55 106.17
PP 105.78 105.78 105.78 105.59
S1 104.59 104.59 105.19 104.20
S2 103.81 103.81 105.01
S3 101.84 102.62 104.83
S4 99.87 100.65 104.29
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 117.07 115.57 108.68
R3 113.36 111.86 107.66
R2 109.65 109.65 107.32
R1 108.15 108.15 106.98 108.90
PP 105.94 105.94 105.94 106.32
S1 104.44 104.44 106.30 105.19
S2 102.23 102.23 105.96
S3 98.52 100.73 105.62
S4 94.81 97.02 104.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.45 103.74 3.71 3.5% 1.79 1.7% 44% False False 14,863
10 107.45 98.51 8.94 8.5% 2.61 2.5% 77% False False 13,022
20 109.18 98.51 10.67 10.1% 2.54 2.4% 64% False False 17,603
40 109.18 93.92 15.26 14.5% 2.32 2.2% 75% False False 18,740
60 109.18 91.78 17.40 16.5% 2.07 2.0% 78% False False 15,925
80 109.18 88.53 20.65 19.6% 1.81 1.7% 82% False False 13,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.59
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.34
2.618 112.13
1.618 110.16
1.000 108.94
0.618 108.19
HIGH 106.97
0.618 106.22
0.500 105.99
0.382 105.75
LOW 105.00
0.618 103.78
1.000 103.03
1.618 101.81
2.618 99.84
4.250 96.63
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 105.99 106.21
PP 105.78 105.93
S1 105.58 105.65

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

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