NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 108.79 108.86 0.07 0.1% 106.03
High 109.34 109.22 -0.12 -0.1% 108.99
Low 108.15 108.08 -0.07 -0.1% 103.22
Close 109.05 108.99 -0.06 -0.1% 108.50
Range 1.19 1.14 -0.05 -4.2% 5.77
ATR 2.57 2.47 -0.10 -4.0% 0.00
Volume 74,461 95,839 21,378 28.7% 394,534
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 112.18 111.73 109.62
R3 111.04 110.59 109.30
R2 109.90 109.90 109.20
R1 109.45 109.45 109.09 109.68
PP 108.76 108.76 108.76 108.88
S1 108.31 108.31 108.89 108.54
S2 107.62 107.62 108.78
S3 106.48 107.17 108.68
S4 105.34 106.03 108.36
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
5 109.34 104.02 5.32 4.9% 1.75 1.6% 93% False False 89,133
10 109.34 103.22 6.12 5.6% 1.83 1.7% 94% False False 80,732
20 109.34 97.61 11.73 10.8% 2.66 2.4% 97% False False 76,823
40 109.34 91.97 17.37 15.9% 2.80 2.6% 98% False False 82,533
60 109.34 90.50 18.84 17.3% 2.46 2.3% 98% False False 79,416
80 109.34 88.86 20.48 18.8% 2.23 2.0% 98% False False 67,345
100 109.34 82.46 26.88 24.7% 2.16 2.0% 99% False False 59,816
120 109.34 82.46 26.88 24.7% 2.09 1.9% 99% False False 52,909
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 114.07
2.618 112.20
1.618 111.06
1.000 110.36
0.618 109.92
HIGH 109.22
0.618 108.78
0.500 108.65
0.382 108.52
LOW 108.08
0.618 107.38
1.000 106.94
1.618 106.24
2.618 105.10
4.250 103.24
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 108.88 108.69
PP 108.76 108.39
S1 108.65 108.09

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

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