NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 98.06 99.09 1.03 1.1% 105.71
High 100.57 102.96 2.39 2.4% 108.25
Low 97.02 97.62 0.60 0.6% 100.15
Close 98.95 102.39 3.44 3.5% 102.35
Range 3.55 5.34 1.79 50.4% 8.10
ATR 3.21 3.36 0.15 4.7% 0.00
Volume 208,666 151,110 -57,556 -27.6% 770,850
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 117.01 115.04 105.33
R3 111.67 109.70 103.86
R2 106.33 106.33 103.37
R1 104.36 104.36 102.88 105.35
PP 100.99 100.99 100.99 101.48
S1 99.02 99.02 101.90 100.01
S2 95.65 95.65 101.41
S3 90.31 93.68 100.92
S4 84.97 88.34 99.45
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.22 106.81
R3 119.78 115.12 104.58
R2 111.68 111.68 103.84
R1 107.02 107.02 103.09 105.30
PP 103.58 103.58 103.58 102.73
S1 98.92 98.92 101.61 97.20
S2 95.48 95.48 100.87
S3 87.38 90.82 100.12
S4 79.28 82.72 97.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.08 97.02 7.06 6.9% 4.20 4.1% 76% False False 162,488
10 108.25 97.02 11.23 11.0% 3.59 3.5% 48% False False 156,206
20 108.25 90.39 17.86 17.4% 3.79 3.7% 67% False False 134,085
40 108.25 89.40 18.85 18.4% 2.87 2.8% 69% False False 116,666
60 108.25 89.40 18.85 18.4% 2.45 2.4% 69% False False 90,152
80 108.25 82.22 26.03 25.4% 2.25 2.2% 77% False False 71,387
100 108.25 82.22 26.03 25.4% 2.06 2.0% 77% False False 58,917
120 108.25 79.84 28.41 27.7% 1.93 1.9% 79% False False 50,148
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 0.68
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 125.66
2.618 116.94
1.618 111.60
1.000 108.30
0.618 106.26
HIGH 102.96
0.618 100.92
0.500 100.29
0.382 99.66
LOW 97.62
0.618 94.32
1.000 92.28
1.618 88.98
2.618 83.64
4.250 74.93
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 101.69 101.59
PP 100.99 100.79
S1 100.29 99.99

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

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