NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 105.71 106.13 0.42 0.4% 100.17
High 108.25 107.08 -1.17 -1.1% 106.24
Low 105.46 104.65 -0.81 -0.8% 98.07
Close 106.73 105.95 -0.78 -0.7% 105.61
Range 2.79 2.43 -0.36 -12.9% 8.17
ATR 2.97 2.93 -0.04 -1.3% 0.00
Volume 141,353 164,775 23,422 16.6% 565,113
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.18 112.00 107.29
R3 110.75 109.57 106.62
R2 108.32 108.32 106.40
R1 107.14 107.14 106.17 106.52
PP 105.89 105.89 105.89 105.58
S1 104.71 104.71 105.73 104.09
S2 103.46 103.46 105.50
S3 101.03 102.28 105.28
S4 98.60 99.85 104.61
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
5 108.25 100.96 7.29 6.9% 2.93 2.8% 68% False False 139,229
10 108.25 96.45 11.80 11.1% 3.77 3.6% 81% False False 125,871
20 108.25 90.27 17.98 17.0% 3.05 2.9% 87% False False 119,195
40 108.25 89.40 18.85 17.8% 2.46 2.3% 88% False False 98,159
60 108.25 88.68 19.57 18.5% 2.16 2.0% 88% False False 73,272
80 108.25 82.22 26.03 24.6% 2.04 1.9% 91% False False 58,052
100 108.25 82.22 26.03 24.6% 1.90 1.8% 91% False False 47,948
120 108.25 79.39 28.86 27.2% 1.76 1.7% 92% False False 41,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.95
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117.41
2.618 113.44
1.618 111.01
1.000 109.51
0.618 108.58
HIGH 107.08
0.618 106.15
0.500 105.87
0.382 105.58
LOW 104.65
0.618 103.15
1.000 102.22
1.618 100.72
2.618 98.29
4.250 94.32
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 105.92 105.79
PP 105.89 105.63
S1 105.87 105.48

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

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