NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 103.79 99.37 -4.42 -4.3% 106.52
High 103.79 101.64 -2.15 -2.1% 109.10
Low 98.93 98.20 -0.73 -0.7% 101.44
Close 99.13 100.15 1.02 1.0% 103.46
Range 4.86 3.44 -1.42 -29.2% 7.66
ATR 2.85 2.90 0.04 1.5% 0.00
Volume 18,380 29,754 11,374 61.9% 201,638
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.32 108.67 102.04
R3 106.88 105.23 101.10
R2 103.44 103.44 100.78
R1 101.79 101.79 100.47 102.62
PP 100.00 100.00 100.00 100.41
S1 98.35 98.35 99.83 99.18
S2 96.56 96.56 99.52
S3 93.12 94.91 99.20
S4 89.68 91.47 98.26
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.65 123.21 107.67
R3 119.99 115.55 105.57
R2 112.33 112.33 104.86
R1 107.89 107.89 104.16 106.28
PP 104.67 104.67 104.67 103.86
S1 100.23 100.23 102.76 98.62
S2 97.01 97.01 102.06
S3 89.35 92.57 101.35
S4 81.69 84.91 99.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.65 98.20 9.45 9.4% 3.81 3.8% 21% False True 31,637
10 109.10 98.20 10.90 10.9% 3.08 3.1% 18% False True 33,878
20 109.10 93.10 16.00 16.0% 3.20 3.2% 44% False False 36,808
40 109.10 91.36 17.74 17.7% 2.45 2.4% 50% False False 31,267
60 109.10 90.36 18.74 18.7% 2.11 2.1% 52% False False 24,956
80 109.10 83.16 25.94 25.9% 1.90 1.9% 65% False False 20,245
100 109.10 83.16 25.94 25.9% 1.71 1.7% 65% False False 16,926
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 110.65
1.618 107.21
1.000 105.08
0.618 103.77
HIGH 101.64
0.618 100.33
0.500 99.92
0.382 99.51
LOW 98.20
0.618 96.07
1.000 94.76
1.618 92.63
2.618 89.19
4.250 83.58
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 100.07 101.00
PP 100.00 100.71
S1 99.92 100.43

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

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