NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 104.10 106.52 2.42 2.3% 101.95
High 106.80 109.10 2.30 2.2% 106.80
Low 104.01 106.52 2.51 2.4% 99.89
Close 106.52 107.67 1.15 1.1% 106.52
Range 2.79 2.58 -0.21 -7.5% 6.91
ATR 2.59 2.59 0.00 0.0% 0.00
Volume 28,644 44,358 15,714 54.9% 146,886
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.50 114.17 109.09
R3 112.92 111.59 108.38
R2 110.34 110.34 108.14
R1 109.01 109.01 107.91 109.68
PP 107.76 107.76 107.76 108.10
S1 106.43 106.43 107.43 107.10
S2 105.18 105.18 107.20
S3 102.60 103.85 106.96
S4 100.02 101.27 106.25
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 125.13 122.74 110.32
R3 118.22 115.83 108.42
R2 111.31 111.31 107.79
R1 108.92 108.92 107.15 110.12
PP 104.40 104.40 104.40 105.00
S1 102.01 102.01 105.89 103.21
S2 97.49 97.49 105.25
S3 90.58 95.10 104.62
S4 83.67 88.19 102.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.10 100.00 9.10 8.5% 2.81 2.6% 84% True False 32,044
10 109.10 94.90 14.20 13.2% 3.68 3.4% 90% True False 40,131
20 109.10 93.10 16.00 14.9% 2.65 2.5% 91% True False 34,314
40 109.10 91.28 17.82 16.6% 2.13 2.0% 92% True False 28,937
60 109.10 89.17 19.93 18.5% 1.86 1.7% 93% True False 21,838
80 109.10 83.16 25.94 24.1% 1.72 1.6% 94% True False 17,738
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.07
2.618 115.85
1.618 113.27
1.000 111.68
0.618 110.69
HIGH 109.10
0.618 108.11
0.500 107.81
0.382 107.51
LOW 106.52
0.618 104.93
1.000 103.94
1.618 102.35
2.618 99.77
4.250 95.56
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 107.81 107.06
PP 107.76 106.44
S1 107.72 105.83

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

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