NYMEX Light Sweet Crude Oil Future November 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 114.28 110.08 -4.20 -3.7% 109.49
High 114.65 111.47 -3.18 -2.8% 114.32
Low 111.30 107.77 -3.53 -3.2% 109.38
Close 111.88 108.67 -3.21 -2.9% 114.29
Range 3.35 3.70 0.35 10.4% 4.94
ATR 1.90 2.06 0.16 8.3% 0.00
Volume 9,002 9,574 572 6.4% 31,343
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 120.40 118.24 110.71
R3 116.70 114.54 109.69
R2 113.00 113.00 109.35
R1 110.84 110.84 109.01 110.07
PP 109.30 109.30 109.30 108.92
S1 107.14 107.14 108.33 106.37
S2 105.60 105.60 107.99
S3 101.90 103.44 107.65
S4 98.20 99.74 106.64
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 127.48 125.83 117.01
R3 122.54 120.89 115.65
R2 117.60 117.60 115.20
R1 115.95 115.95 114.74 116.78
PP 112.66 112.66 112.66 113.08
S1 111.01 111.01 113.84 111.84
S2 107.72 107.72 113.38
S3 102.78 106.07 112.93
S4 97.84 101.13 111.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.65 107.77 6.88 6.3% 2.41 2.2% 13% False True 7,993
10 114.65 105.75 8.90 8.2% 1.78 1.6% 33% False False 8,290
20 114.65 99.35 15.30 14.1% 1.82 1.7% 61% False False 7,603
40 114.65 95.74 18.91 17.4% 2.08 1.9% 68% False False 8,637
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 0.32
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 127.20
2.618 121.16
1.618 117.46
1.000 115.17
0.618 113.76
HIGH 111.47
0.618 110.06
0.500 109.62
0.382 109.18
LOW 107.77
0.618 105.48
1.000 104.07
1.618 101.78
2.618 98.08
4.250 92.05
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 109.62 111.21
PP 109.30 110.36
S1 108.99 109.52

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

View Archives - Comment on this page... - Back to Index of Symbols