NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 105.05 104.82 -0.23 -0.2% 103.42
High 105.66 107.35 1.69 1.6% 107.14
Low 104.02 104.70 0.68 0.7% 102.74
Close 104.84 107.24 2.40 2.3% 105.94
Range 1.64 2.65 1.01 61.6% 4.40
ATR 2.73 2.72 -0.01 -0.2% 0.00
Volume 97,435 87,186 -10,249 -10.5% 365,525
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 114.38 113.46 108.70
R3 111.73 110.81 107.97
R2 109.08 109.08 107.73
R1 108.16 108.16 107.48 108.62
PP 106.43 106.43 106.43 106.66
S1 105.51 105.51 107.00 105.97
S2 103.78 103.78 106.75
S3 101.13 102.86 106.51
S4 98.48 100.21 105.78
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
5 107.35 103.22 4.13 3.9% 2.02 1.9% 97% True False 72,976
10 107.35 101.60 5.75 5.4% 2.20 2.0% 98% True False 73,538
20 108.80 97.61 11.19 10.4% 2.85 2.7% 86% False False 78,600
40 108.80 91.97 16.83 15.7% 2.83 2.6% 91% False False 80,775
60 108.80 90.50 18.30 17.1% 2.50 2.3% 91% False False 78,464
80 108.80 88.86 19.94 18.6% 2.24 2.1% 92% False False 65,929
100 108.80 82.46 26.34 24.6% 2.16 2.0% 94% False False 57,921
120 108.80 82.46 26.34 24.6% 2.08 1.9% 94% False False 51,144
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 0.65
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118.61
2.618 114.29
1.618 111.64
1.000 110.00
0.618 108.99
HIGH 107.35
0.618 106.34
0.500 106.03
0.382 105.71
LOW 104.70
0.618 103.06
1.000 102.05
1.618 100.41
2.618 97.76
4.250 93.44
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 106.84 106.59
PP 106.43 105.94
S1 106.03 105.29

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

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