NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 109.43 107.52 -1.91 -1.7% 113.28
High 109.44 108.45 -0.99 -0.9% 113.46
Low 106.54 105.50 -1.04 -1.0% 105.31
Close 107.12 108.15 1.03 1.0% 109.66
Range 2.90 2.95 0.05 1.7% 8.15
ATR 2.77 2.79 0.01 0.5% 0.00
Volume 97,252 31,488 -65,764 -67.6% 1,783,677
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.22 115.13 109.77
R3 113.27 112.18 108.96
R2 110.32 110.32 108.69
R1 109.23 109.23 108.42 109.78
PP 107.37 107.37 107.37 107.64
S1 106.28 106.28 107.88 106.83
S2 104.42 104.42 107.61
S3 101.47 103.33 107.34
S4 98.52 100.38 106.53
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 133.93 129.94 114.14
R3 125.78 121.79 111.90
R2 117.63 117.63 111.15
R1 113.64 113.64 110.41 111.56
PP 109.48 109.48 109.48 108.44
S1 105.49 105.49 108.91 103.41
S2 101.33 101.33 108.17
S3 93.18 97.34 107.42
S4 85.03 89.19 105.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.10 105.31 4.79 4.4% 2.73 2.5% 59% False False 212,993
10 113.46 105.31 8.15 7.5% 2.97 2.7% 35% False False 274,698
20 113.46 102.70 10.76 9.9% 2.42 2.2% 51% False False 254,279
40 113.46 96.45 17.01 15.7% 3.04 2.8% 69% False False 205,455
60 113.46 89.40 24.06 22.2% 2.76 2.6% 78% False False 171,472
80 113.46 89.40 24.06 22.2% 2.51 2.3% 78% False False 139,645
100 113.46 84.57 28.89 26.7% 2.30 2.1% 82% False False 115,078
120 113.46 82.22 31.24 28.9% 2.16 2.0% 83% False False 97,481
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 0.65
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120.99
2.618 116.17
1.618 113.22
1.000 111.40
0.618 110.27
HIGH 108.45
0.618 107.32
0.500 106.98
0.382 106.63
LOW 105.50
0.618 103.68
1.000 102.55
1.618 100.73
2.618 97.78
4.250 92.96
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 107.76 108.03
PP 107.37 107.92
S1 106.98 107.80

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

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