NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 104.82 107.08 2.26 2.2% 106.03
High 107.35 108.99 1.64 1.5% 108.99
Low 104.70 106.84 2.14 2.0% 103.22
Close 107.24 108.50 1.26 1.2% 108.50
Range 2.65 2.15 -0.50 -18.9% 5.77
ATR 2.72 2.68 -0.04 -1.5% 0.00
Volume 87,186 90,747 3,561 4.1% 394,534
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 114.56 113.68 109.68
R3 112.41 111.53 109.09
R2 110.26 110.26 108.89
R1 109.38 109.38 108.70 109.82
PP 108.11 108.11 108.11 108.33
S1 107.23 107.23 108.30 107.67
S2 105.96 105.96 108.11
S3 103.81 105.08 107.91
S4 101.66 102.93 107.32
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 124.21 122.13 111.67
R3 118.44 116.36 110.09
R2 112.67 112.67 109.56
R1 110.59 110.59 109.03 111.63
PP 106.90 106.90 106.90 107.43
S1 104.82 104.82 107.97 105.86
S2 101.13 101.13 107.44
S3 95.36 99.05 106.91
S4 89.59 93.28 105.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.99 103.22 5.77 5.3% 2.17 2.0% 92% True False 78,906
10 108.99 102.74 6.25 5.8% 2.06 1.9% 92% True False 76,005
20 108.99 97.61 11.38 10.5% 2.80 2.6% 96% True False 78,451
40 108.99 91.97 17.02 15.7% 2.84 2.6% 97% True False 81,125
60 108.99 90.50 18.49 17.0% 2.49 2.3% 97% True False 79,077
80 108.99 88.86 20.13 18.6% 2.24 2.1% 98% True False 66,401
100 108.99 82.46 26.53 24.5% 2.17 2.0% 98% True False 58,542
120 108.99 82.46 26.53 24.5% 2.09 1.9% 98% True False 51,761
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.13
2.618 114.62
1.618 112.47
1.000 111.14
0.618 110.32
HIGH 108.99
0.618 108.17
0.500 107.92
0.382 107.66
LOW 106.84
0.618 105.51
1.000 104.69
1.618 103.36
2.618 101.21
4.250 97.70
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 108.31 107.84
PP 108.11 107.17
S1 107.92 106.51

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

View Archives - Comment on this page... - Back to Index of Symbols