NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 106.62 108.29 1.67 1.6% 105.43
High 108.46 108.78 0.32 0.3% 108.46
Low 106.30 107.58 1.28 1.2% 102.70
Close 107.94 108.47 0.53 0.5% 107.94
Range 2.16 1.20 -0.96 -44.4% 5.76
ATR 2.75 2.64 -0.11 -4.0% 0.00
Volume 264,394 208,347 -56,047 -21.2% 1,198,532
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 111.88 111.37 109.13
R3 110.68 110.17 108.80
R2 109.48 109.48 108.69
R1 108.97 108.97 108.58 109.23
PP 108.28 108.28 108.28 108.40
S1 107.77 107.77 108.36 108.03
S2 107.08 107.08 108.25
S3 105.88 106.57 108.14
S4 104.68 105.37 107.81
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.65 121.55 111.11
R3 117.89 115.79 109.52
R2 112.13 112.13 109.00
R1 110.03 110.03 108.47 111.08
PP 106.37 106.37 106.37 106.89
S1 104.27 104.27 107.41 105.32
S2 100.61 100.61 106.88
S3 94.85 98.51 106.36
S4 89.09 92.75 104.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.78 102.70 6.08 5.6% 2.02 1.9% 95% True False 239,064
10 108.78 102.10 6.68 6.2% 2.07 1.9% 95% True False 240,467
20 108.78 97.02 11.76 10.8% 2.77 2.6% 97% True False 207,528
40 108.78 90.27 18.51 17.1% 2.89 2.7% 98% True False 161,034
60 108.78 89.40 19.38 17.9% 2.55 2.4% 98% True False 133,233
80 108.78 88.68 20.10 18.5% 2.30 2.1% 98% True False 105,021
100 108.78 82.22 26.56 24.5% 2.17 2.0% 99% True False 86,393
120 108.78 82.22 26.56 24.5% 2.04 1.9% 99% True False 73,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 113.88
2.618 111.92
1.618 110.72
1.000 109.98
0.618 109.52
HIGH 108.78
0.618 108.32
0.500 108.18
0.382 108.04
LOW 107.58
0.618 106.84
1.000 106.38
1.618 105.64
2.618 104.44
4.250 102.48
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 108.37 107.80
PP 108.28 107.12
S1 108.18 106.45

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

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