NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 106.03 106.03 0.00 0.0% 103.42
High 106.44 106.30 -0.14 -0.1% 107.14
Low 105.05 104.16 -0.89 -0.8% 102.74
Close 105.94 104.56 -1.38 -1.3% 105.94
Range 1.39 2.14 0.75 54.0% 4.40
ATR 2.91 2.85 -0.05 -1.9% 0.00
Volume 61,093 54,172 -6,921 -11.3% 365,525
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.43 110.13 105.74
R3 109.29 107.99 105.15
R2 107.15 107.15 104.95
R1 105.85 105.85 104.76 105.43
PP 105.01 105.01 105.01 104.80
S1 103.71 103.71 104.36 103.29
S2 102.87 102.87 104.17
S3 100.73 101.57 103.97
S4 98.59 99.43 103.38
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% 2.05 2.0% 41% False False 73,336
10 107.14 97.61 9.53 9.1% 2.92 2.8% 73% False False 71,238
20 108.80 97.61 11.19 10.7% 3.01 2.9% 62% False False 79,472
40 108.80 91.97 16.83 16.1% 2.80 2.7% 75% False False 82,760
60 108.80 90.50 18.30 17.5% 2.51 2.4% 77% False False 75,572
80 108.80 87.93 20.87 20.0% 2.22 2.1% 80% False False 64,374
100 108.80 82.46 26.34 25.2% 2.14 2.0% 84% False False 56,053
120 108.80 82.46 26.34 25.2% 2.09 2.0% 84% False False 49,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.40
2.618 111.90
1.618 109.76
1.000 108.44
0.618 107.62
HIGH 106.30
0.618 105.48
0.500 105.23
0.382 104.98
LOW 104.16
0.618 102.84
1.000 102.02
1.618 100.70
2.618 98.56
4.250 95.07
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 105.23 105.65
PP 105.01 105.29
S1 104.78 104.92

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

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