NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 103.58 106.24 2.66 2.6% 100.77
High 106.70 108.80 2.10 2.0% 106.70
Low 103.51 106.00 2.49 2.4% 98.94
Close 106.17 107.28 1.11 1.0% 106.17
Range 3.19 2.80 -0.39 -12.2% 7.76
ATR 2.86 2.85 0.00 -0.1% 0.00
Volume 93,726 95,618 1,892 2.0% 424,836
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.76 114.32 108.82
R3 112.96 111.52 108.05
R2 110.16 110.16 107.79
R1 108.72 108.72 107.54 109.44
PP 107.36 107.36 107.36 107.72
S1 105.92 105.92 107.02 106.64
S2 104.56 104.56 106.77
S3 101.76 103.12 106.51
S4 98.96 100.32 105.74
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.22 124.45 110.44
R3 119.46 116.69 108.30
R2 111.70 111.70 107.59
R1 108.93 108.93 106.88 110.32
PP 103.94 103.94 103.94 104.63
S1 101.17 101.17 105.46 102.56
S2 96.18 96.18 104.75
S3 88.42 93.41 104.04
S4 80.66 85.65 101.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.80 98.94 9.86 9.2% 3.14 2.9% 85% True False 91,281
10 108.80 93.75 15.05 14.0% 4.10 3.8% 90% True False 85,996
20 108.80 91.97 16.83 15.7% 2.89 2.7% 91% True False 85,842
40 108.80 90.50 18.30 17.1% 2.34 2.2% 92% True False 80,119
60 108.80 88.86 19.94 18.6% 2.08 1.9% 92% True False 63,129
80 108.80 82.46 26.34 24.6% 2.03 1.9% 94% True False 54,518
100 108.80 82.46 26.34 24.6% 1.96 1.8% 94% True False 47,223
120 108.80 79.39 29.41 27.4% 1.91 1.8% 95% True False 42,931
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 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.70
2.618 116.13
1.618 113.33
1.000 111.60
0.618 110.53
HIGH 108.80
0.618 107.73
0.500 107.40
0.382 107.07
LOW 106.00
0.618 104.27
1.000 103.20
1.618 101.47
2.618 98.67
4.250 94.10
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 107.40 106.66
PP 107.36 106.05
S1 107.32 105.43

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

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