NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 107.99 108.67 0.68 0.6% 105.43
High 109.15 110.44 1.29 1.2% 108.46
Low 107.72 108.23 0.51 0.5% 102.70
Close 108.83 110.30 1.47 1.4% 107.94
Range 1.43 2.21 0.78 54.5% 5.76
ATR 2.45 2.43 -0.02 -0.7% 0.00
Volume 237,865 309,208 71,343 30.0% 1,198,532
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.29 115.50 111.52
R3 114.08 113.29 110.91
R2 111.87 111.87 110.71
R1 111.08 111.08 110.50 111.48
PP 109.66 109.66 109.66 109.85
S1 108.87 108.87 110.10 109.27
S2 107.45 107.45 109.89
S3 105.24 106.66 109.69
S4 103.03 104.45 109.08
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
5 110.44 106.30 4.14 3.8% 1.62 1.5% 97% True False 249,310
10 110.44 102.70 7.74 7.0% 1.84 1.7% 98% True False 240,046
20 110.44 97.02 13.42 12.2% 2.58 2.3% 99% True False 221,803
40 110.44 90.27 20.17 18.3% 2.89 2.6% 99% True False 173,557
60 110.44 89.40 21.04 19.1% 2.54 2.3% 99% True False 142,731
80 110.44 89.00 21.44 19.4% 2.30 2.1% 99% True False 114,101
100 110.44 82.22 28.22 25.6% 2.18 2.0% 100% True False 93,766
120 110.44 82.22 28.22 25.6% 2.05 1.9% 100% True False 79,544
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 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119.83
2.618 116.23
1.618 114.02
1.000 112.65
0.618 111.81
HIGH 110.44
0.618 109.60
0.500 109.34
0.382 109.07
LOW 108.23
0.618 106.86
1.000 106.02
1.618 104.65
2.618 102.44
4.250 98.84
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 109.98 109.86
PP 109.66 109.41
S1 109.34 108.97

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

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