NYMEX Light Sweet Crude Oil Future July 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 105.35 107.59 2.24 2.1% 106.41
High 107.80 109.18 1.38 1.3% 109.18
Low 105.35 107.34 1.99 1.9% 103.74
Close 107.71 108.94 1.23 1.1% 108.94
Range 2.45 1.84 -0.61 -24.9% 5.44
ATR 2.57 2.52 -0.05 -2.0% 0.00
Volume 49,823 45,451 -4,372 -8.8% 181,528
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 114.01 113.31 109.95
R3 112.17 111.47 109.45
R2 110.33 110.33 109.28
R1 109.63 109.63 109.11 109.98
PP 108.49 108.49 108.49 108.66
S1 107.79 107.79 108.77 108.14
S2 106.65 106.65 108.60
S3 104.81 105.95 108.43
S4 102.97 104.11 107.93
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.61 121.71 111.93
R3 118.17 116.27 110.44
R2 112.73 112.73 109.94
R1 110.83 110.83 109.44 111.78
PP 107.29 107.29 107.29 107.76
S1 105.39 105.39 108.44 106.34
S2 101.85 101.85 107.94
S3 96.41 99.95 107.44
S4 90.97 94.51 105.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.18 103.74 5.44 5.0% 2.03 1.9% 96% True False 36,305
10 109.18 103.29 5.89 5.4% 1.93 1.8% 96% True False 32,703
20 109.18 98.20 10.98 10.1% 2.68 2.5% 98% True False 32,785
40 109.18 93.10 16.08 14.8% 2.66 2.4% 99% True False 32,857
60 109.18 91.28 17.90 16.4% 2.30 2.1% 99% True False 29,809
80 109.18 89.17 20.01 18.4% 2.05 1.9% 99% True False 24,162
100 109.18 83.16 26.02 23.9% 1.91 1.7% 99% True False 20,353
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.00
2.618 114.00
1.618 112.16
1.000 111.02
0.618 110.32
HIGH 109.18
0.618 108.48
0.500 108.26
0.382 108.04
LOW 107.34
0.618 106.20
1.000 105.50
1.618 104.36
2.618 102.52
4.250 99.52
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 108.71 108.25
PP 108.49 107.56
S1 108.26 106.87

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

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