NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 105.43 103.94 -1.49 -1.4% 103.02
High 105.76 105.00 -0.76 -0.7% 106.69
Low 103.60 102.70 -0.90 -0.9% 102.10
Close 103.98 104.79 0.81 0.8% 105.40
Range 2.16 2.30 0.14 6.5% 4.59
ATR 2.93 2.88 -0.04 -1.5% 0.00
Volume 211,557 235,152 23,595 11.2% 1,227,132
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.06 110.23 106.06
R3 108.76 107.93 105.42
R2 106.46 106.46 105.21
R1 105.63 105.63 105.00 106.05
PP 104.16 104.16 104.16 104.37
S1 103.33 103.33 104.58 103.75
S2 101.86 101.86 104.37
S3 99.56 101.03 104.16
S4 97.26 98.73 103.53
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 118.50 116.54 107.92
R3 113.91 111.95 106.66
R2 109.32 109.32 106.24
R1 107.36 107.36 105.82 108.34
PP 104.73 104.73 104.73 105.22
S1 102.77 102.77 104.98 103.75
S2 100.14 100.14 104.56
S3 95.55 98.18 104.14
S4 90.96 93.59 102.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.69 102.70 3.99 3.8% 1.96 1.9% 52% False True 230,338
10 106.69 97.02 9.67 9.2% 2.70 2.6% 80% False False 224,943
20 108.25 97.02 11.23 10.7% 2.99 2.9% 69% False False 186,088
40 108.25 90.27 17.98 17.2% 2.87 2.7% 81% False False 145,537
60 108.25 89.40 18.85 18.0% 2.58 2.5% 82% False False 119,446
80 108.25 88.40 19.85 18.9% 2.29 2.2% 83% False False 94,072
100 108.25 82.22 26.03 24.8% 2.15 2.0% 87% False False 77,295
120 108.25 82.22 26.03 24.8% 2.02 1.9% 87% False False 65,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.78
2.618 111.02
1.618 108.72
1.000 107.30
0.618 106.42
HIGH 105.00
0.618 104.12
0.500 103.85
0.382 103.58
LOW 102.70
0.618 101.28
1.000 100.40
1.618 98.98
2.618 96.68
4.250 92.93
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 104.48 104.64
PP 104.16 104.48
S1 103.85 104.33

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

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