NYMEX Light Sweet Crude Oil Future May 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 99.09 102.80 3.71 3.7% 101.64
High 102.96 104.54 1.58 1.5% 104.54
Low 97.62 101.01 3.39 3.5% 97.02
Close 102.39 101.85 -0.54 -0.5% 101.85
Range 5.34 3.53 -1.81 -33.9% 7.52
ATR 3.36 3.37 0.01 0.4% 0.00
Volume 151,110 215,815 64,705 42.8% 887,062
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 113.06 110.98 103.79
R3 109.53 107.45 102.82
R2 106.00 106.00 102.50
R1 103.92 103.92 102.17 103.20
PP 102.47 102.47 102.47 102.10
S1 100.39 100.39 101.53 99.67
S2 98.94 98.94 101.20
S3 95.41 96.86 100.88
S4 91.88 93.33 99.91
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 123.70 120.29 105.99
R3 116.18 112.77 103.92
R2 108.66 108.66 103.23
R1 105.25 105.25 102.54 106.96
PP 101.14 101.14 101.14 101.99
S1 97.73 97.73 101.16 99.44
S2 93.62 93.62 100.47
S3 86.10 90.21 99.78
S4 78.58 82.69 97.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.54 97.02 7.52 7.4% 4.12 4.0% 64% True False 177,412
10 108.25 97.02 11.23 11.0% 3.59 3.5% 43% False False 165,791
20 108.25 90.94 17.31 17.0% 3.91 3.8% 63% False False 138,816
40 108.25 89.40 18.85 18.5% 2.89 2.8% 66% False False 121,010
60 108.25 89.40 18.85 18.5% 2.50 2.5% 66% False False 93,388
80 108.25 82.22 26.03 25.6% 2.27 2.2% 75% False False 73,994
100 108.25 82.22 26.03 25.6% 2.08 2.0% 75% False False 61,026
120 108.25 80.80 27.45 27.0% 1.96 1.9% 77% False False 51,900
Crabel Price Patterns
NR True
NR4 True
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 0.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.54
2.618 113.78
1.618 110.25
1.000 108.07
0.618 106.72
HIGH 104.54
0.618 103.19
0.500 102.78
0.382 102.36
LOW 101.01
0.618 98.83
1.000 97.48
1.618 95.30
2.618 91.77
4.250 86.01
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 102.78 101.49
PP 102.47 101.14
S1 102.16 100.78

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

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