NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 98.77 99.84 1.07 1.1% 106.24
High 101.13 103.60 2.47 2.4% 108.80
Low 97.61 98.30 0.69 0.7% 100.90
Close 99.58 103.06 3.48 3.5% 102.95
Range 3.52 5.30 1.78 50.6% 7.90
ATR 3.11 3.27 0.16 5.0% 0.00
Volume 77,198 55,256 -21,942 -28.4% 463,824
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 117.55 115.61 105.98
R3 112.25 110.31 104.52
R2 106.95 106.95 104.03
R1 105.01 105.01 103.55 105.98
PP 101.65 101.65 101.65 102.14
S1 99.71 99.71 102.57 100.68
S2 96.35 96.35 102.09
S3 91.05 94.41 101.60
S4 85.75 89.11 100.15
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.92 123.33 107.30
R3 120.02 115.43 105.12
R2 112.12 112.12 104.40
R1 107.53 107.53 103.67 105.88
PP 104.22 104.22 104.22 103.39
S1 99.63 99.63 102.23 97.98
S2 96.32 96.32 101.50
S3 88.42 91.73 100.78
S4 80.52 83.83 98.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.73 97.61 7.12 6.9% 4.11 4.0% 77% False False 70,960
10 108.80 97.61 11.19 10.9% 3.51 3.4% 49% False False 83,661
20 108.80 91.97 16.83 16.3% 3.67 3.6% 66% False False 85,938
40 108.80 90.50 18.30 17.8% 2.76 2.7% 69% False False 84,055
60 108.80 90.50 18.30 17.8% 2.38 2.3% 69% False False 69,635
80 108.80 82.46 26.34 25.6% 2.21 2.1% 78% False False 60,129
100 108.80 82.46 26.34 25.6% 2.08 2.0% 78% False False 52,079
120 108.80 80.00 28.80 27.9% 2.05 2.0% 80% False False 47,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 126.13
2.618 117.48
1.618 112.18
1.000 108.90
0.618 106.88
HIGH 103.60
0.618 101.58
0.500 100.95
0.382 100.32
LOW 98.30
0.618 95.02
1.000 93.00
1.618 89.72
2.618 84.42
4.250 75.78
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 102.36 102.24
PP 101.65 101.42
S1 100.95 100.61

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

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