NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 103.67 102.79 -0.88 -0.8% 100.17
High 104.25 106.24 1.99 1.9% 106.24
Low 101.36 102.70 1.34 1.3% 98.07
Close 103.09 105.61 2.52 2.4% 105.61
Range 2.89 3.54 0.65 22.5% 8.17
ATR 2.94 2.99 0.04 1.4% 0.00
Volume 118,397 119,963 1,566 1.3% 565,113
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.47 114.08 107.56
R3 111.93 110.54 106.58
R2 108.39 108.39 106.26
R1 107.00 107.00 105.93 107.70
PP 104.85 104.85 104.85 105.20
S1 103.46 103.46 105.29 104.16
S2 101.31 101.31 104.96
S3 97.77 99.92 104.64
S4 94.23 96.38 103.66
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.82 124.88 110.10
R3 119.65 116.71 107.86
R2 111.48 111.48 107.11
R1 108.54 108.54 106.36 110.01
PP 103.31 103.31 103.31 104.04
S1 100.37 100.37 104.86 101.84
S2 95.14 95.14 104.11
S3 86.97 92.20 103.36
S4 78.80 84.03 101.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.24 98.07 8.17 7.7% 3.34 3.2% 92% True False 113,022
10 106.24 90.94 15.30 14.5% 4.23 4.0% 96% True False 111,840
20 106.24 90.27 15.97 15.1% 3.02 2.9% 96% True False 110,632
40 106.24 89.40 16.84 15.9% 2.42 2.3% 96% True False 93,951
60 106.24 88.68 17.56 16.6% 2.13 2.0% 96% True False 68,883
80 106.24 82.22 24.02 22.7% 2.01 1.9% 97% True False 54,467
100 106.24 82.22 24.02 22.7% 1.87 1.8% 97% True False 44,990
120 106.24 79.39 26.85 25.4% 1.72 1.6% 98% True False 38,569
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 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.29
2.618 115.51
1.618 111.97
1.000 109.78
0.618 108.43
HIGH 106.24
0.618 104.89
0.500 104.47
0.382 104.05
LOW 102.70
0.618 100.51
1.000 99.16
1.618 96.97
2.618 93.43
4.250 87.66
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 105.23 104.94
PP 104.85 104.27
S1 104.47 103.60

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

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