NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 103.94 104.45 0.51 0.5% 103.02
High 105.00 105.15 0.15 0.1% 106.69
Low 102.70 103.44 0.74 0.7% 102.10
Close 104.79 104.27 -0.52 -0.5% 105.40
Range 2.30 1.71 -0.59 -25.7% 4.59
ATR 2.88 2.80 -0.08 -2.9% 0.00
Volume 235,152 239,402 4,250 1.8% 1,227,132
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.42 108.55 105.21
R3 107.71 106.84 104.74
R2 106.00 106.00 104.58
R1 105.13 105.13 104.43 104.71
PP 104.29 104.29 104.29 104.08
S1 103.42 103.42 104.11 103.00
S2 102.58 102.58 103.96
S3 100.87 101.71 103.80
S4 99.16 100.00 103.33
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% 1.91 1.8% 39% False False 230,287
10 106.69 97.62 9.07 8.7% 2.51 2.4% 73% False False 228,016
20 108.25 97.02 11.23 10.8% 2.93 2.8% 65% False False 190,475
40 108.25 90.27 17.98 17.2% 2.88 2.8% 78% False False 149,087
60 108.25 89.40 18.85 18.1% 2.59 2.5% 79% False False 123,178
80 108.25 88.68 19.57 18.8% 2.29 2.2% 80% False False 96,850
100 108.25 82.22 26.03 25.0% 2.15 2.1% 85% False False 79,589
120 108.25 82.22 26.03 25.0% 2.01 1.9% 85% False False 67,355
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.42
2.618 109.63
1.618 107.92
1.000 106.86
0.618 106.21
HIGH 105.15
0.618 104.50
0.500 104.30
0.382 104.09
LOW 103.44
0.618 102.38
1.000 101.73
1.618 100.67
2.618 98.96
4.250 96.17
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 104.30 104.26
PP 104.29 104.24
S1 104.28 104.23

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

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