NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 106.05 106.03 -0.02 0.0% 103.42
High 107.14 106.44 -0.70 -0.7% 107.14
Low 105.30 105.05 -0.25 -0.2% 102.74
Close 106.11 105.94 -0.17 -0.2% 105.94
Range 1.84 1.39 -0.45 -24.5% 4.40
ATR 3.02 2.91 -0.12 -3.9% 0.00
Volume 90,189 61,093 -29,096 -32.3% 365,525
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.98 109.35 106.70
R3 108.59 107.96 106.32
R2 107.20 107.20 106.19
R1 106.57 106.57 106.07 106.19
PP 105.81 105.81 105.81 105.62
S1 105.18 105.18 105.81 104.80
S2 104.42 104.42 105.69
S3 103.03 103.79 105.56
S4 101.64 102.40 105.18
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 118.47 116.61 108.36
R3 114.07 112.21 107.15
R2 109.67 109.67 106.75
R1 107.81 107.81 106.34 108.74
PP 105.27 105.27 105.27 105.74
S1 103.41 103.41 105.54 104.34
S2 100.87 100.87 105.13
S3 96.47 99.01 104.73
S4 92.07 94.61 103.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.14 102.74 4.40 4.2% 1.94 1.8% 73% False False 73,105
10 107.14 97.61 9.53 9.0% 3.00 2.8% 87% False False 71,066
20 108.80 97.61 11.19 10.6% 3.05 2.9% 74% False False 79,966
40 108.80 91.90 16.90 16.0% 2.82 2.7% 83% False False 84,044
60 108.80 90.50 18.30 17.3% 2.51 2.4% 84% False False 75,007
80 108.80 85.73 23.07 21.8% 2.22 2.1% 88% False False 64,021
100 108.80 82.46 26.34 24.9% 2.13 2.0% 89% False False 55,692
120 108.80 82.46 26.34 24.9% 2.08 2.0% 89% False False 49,562
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 112.35
2.618 110.08
1.618 108.69
1.000 107.83
0.618 107.30
HIGH 106.44
0.618 105.91
0.500 105.75
0.382 105.58
LOW 105.05
0.618 104.19
1.000 103.66
1.618 102.80
2.618 101.41
4.250 99.14
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 105.88 106.06
PP 105.81 106.02
S1 105.75 105.98

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

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