NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 104.85 105.52 0.67 0.6% 101.64
High 106.34 106.69 0.35 0.3% 104.54
Low 104.38 104.76 0.38 0.4% 97.02
Close 105.75 105.60 -0.15 -0.1% 101.85
Range 1.96 1.93 -0.03 -1.5% 7.52
ATR 3.19 3.10 -0.09 -2.8% 0.00
Volume 239,657 245,551 5,894 2.5% 887,062
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.47 110.47 106.66
R3 109.54 108.54 106.13
R2 107.61 107.61 105.95
R1 106.61 106.61 105.78 107.11
PP 105.68 105.68 105.68 105.94
S1 104.68 104.68 105.42 105.18
S2 103.75 103.75 105.25
S3 101.82 102.75 105.07
S4 99.89 100.82 104.54
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
5 106.69 101.01 5.68 5.4% 2.43 2.3% 81% True False 244,634
10 106.69 97.02 9.67 9.2% 3.32 3.1% 89% True False 203,561
20 108.25 97.02 11.23 10.6% 3.21 3.0% 76% False False 165,984
40 108.25 90.07 18.18 17.2% 2.93 2.8% 85% False False 138,117
60 108.25 89.40 18.85 17.9% 2.58 2.4% 86% False False 109,147
80 108.25 85.11 23.14 21.9% 2.28 2.2% 89% False False 86,146
100 108.25 82.22 26.03 24.6% 2.13 2.0% 90% False False 70,867
120 108.25 82.22 26.03 24.6% 2.00 1.9% 90% False False 60,103
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.89
2.618 111.74
1.618 109.81
1.000 108.62
0.618 107.88
HIGH 106.69
0.618 105.95
0.500 105.73
0.382 105.50
LOW 104.76
0.618 103.57
1.000 102.83
1.618 101.64
2.618 99.71
4.250 96.56
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 105.73 105.20
PP 105.68 104.80
S1 105.64 104.40

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

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