NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	98.10	101.78	3.68	3.8%	100.31
High	101.99	103.66	1.67	1.6%	103.66
Low	96.60	100.14	3.54	3.7%	96.22
Close	101.42	101.07	-0.35	-0.3%	101.07
Range	5.39	3.52	-1.87	-34.7%	7.44
ATR	3.46	3.47	0.00	0.1%	0.00
Volume	231,661	203,398	-28,263	-12.2%	1,394,766

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.18	110.15	103.01
R3	108.66	106.63	102.04
R2	105.14	105.14	101.72
R1	103.11	103.11	101.39	102.37
PP	101.62	101.62	101.62	101.25
S1	99.59	99.59	100.75	98.85
S2	98.10	98.10	100.42
S3	94.58	96.07	100.10
S4	91.06	92.55	99.13

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.64	119.29	105.16
R3	115.20	111.85	103.12
R2	107.76	107.76	102.43
R1	104.41	104.41	101.75	106.09
PP	100.32	100.32	100.32	101.15
S1	96.97	96.97	100.39	98.65
S2	92.88	92.88	99.71
S3	85.44	89.53	99.02
S4	78.00	82.09	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.66	96.22	7.44	7.4%	4.12	4.1%	65%	True	False	278,953
10	106.95	96.22	10.73	10.6%	3.62	3.6%	45%	False	False	317,872
20	106.95	88.43	18.52	18.3%	4.01	4.0%	68%	False	False	321,530
40	106.95	87.09	19.86	19.6%	3.06	3.0%	70%	False	False	255,575
60	106.95	87.09	19.86	19.6%	2.63	2.6%	70%	False	False	192,423
80	106.95	81.81	25.14	24.9%	2.41	2.4%	77%	False	False	150,747
100	106.95	81.81	25.14	24.9%	2.23	2.2%	77%	False	False	123,229
120	106.95	79.79	27.16	26.9%	2.13	2.1%	78%	False	False	104,362

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.89
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.62
2.618	112.88
1.618	109.36
1.000	107.18
0.618	105.84
HIGH	103.66
0.618	102.32
0.500	101.90
0.382	101.48
LOW	100.14
0.618	97.96
1.000	96.62
1.618	94.44
2.618	90.92
4.250	85.18

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	101.90	100.69
PP	101.62	100.32
S1	101.35	99.94

Download as Excel Spreadsheet

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

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