NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 114.77 110.41 -4.36 -3.8% 109.44
High 114.77 111.79 -2.98 -2.6% 114.49
Low 110.56 107.19 -3.37 -3.0% 108.89
Close 111.55 108.10 -3.45 -3.1% 114.14
Range 4.21 4.60 0.39 9.3% 5.60
ATR 2.29 2.46 0.16 7.2% 0.00
Volume 31,859 23,248 -8,611 -27.0% 98,929
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.83 120.06 110.63
R3 118.23 115.46 109.37
R2 113.63 113.63 108.94
R1 110.86 110.86 108.52 109.95
PP 109.03 109.03 109.03 108.57
S1 106.26 106.26 107.68 105.35
S2 104.43 104.43 107.26
S3 99.83 101.66 106.84
S4 95.23 97.06 105.57
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.31 127.32 117.22
R3 123.71 121.72 115.68
R2 118.11 118.11 115.17
R1 116.12 116.12 114.65 117.12
PP 112.51 112.51 112.51 113.00
S1 110.52 110.52 113.63 111.52
S2 106.91 106.91 113.11
S3 101.31 104.92 112.60
S4 95.71 99.32 111.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.77 107.19 7.58 7.0% 3.01 2.8% 12% False True 24,565
10 114.77 104.89 9.88 9.1% 2.27 2.1% 32% False False 20,266
20 114.77 98.51 16.26 15.0% 2.32 2.1% 59% False False 16,553
40 114.77 93.92 20.85 19.3% 2.54 2.4% 68% False False 19,431
60 114.77 91.88 22.89 21.2% 2.19 2.0% 71% False False 17,862
80 114.77 90.58 24.19 22.4% 1.97 1.8% 72% False False 14,995
100 114.77 83.43 31.34 29.0% 1.80 1.7% 79% False False 12,780
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 False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 131.34
2.618 123.83
1.618 119.23
1.000 116.39
0.618 114.63
HIGH 111.79
0.618 110.03
0.500 109.49
0.382 108.95
LOW 107.19
0.618 104.35
1.000 102.59
1.618 99.75
2.618 95.15
4.250 87.64
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 109.49 110.98
PP 109.03 110.02
S1 108.56 109.06

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

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