NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 107.59 109.32 1.73 1.6% 106.41
High 109.18 109.75 0.57 0.5% 109.18
Low 107.34 108.63 1.29 1.2% 103.74
Close 108.94 109.53 0.59 0.5% 108.94
Range 1.84 1.12 -0.72 -39.1% 5.44
ATR 2.52 2.42 -0.10 -4.0% 0.00
Volume 45,451 40,587 -4,864 -10.7% 181,528
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 112.66 112.22 110.15
R3 111.54 111.10 109.84
R2 110.42 110.42 109.74
R1 109.98 109.98 109.63 110.20
PP 109.30 109.30 109.30 109.42
S1 108.86 108.86 109.43 109.08
S2 108.18 108.18 109.32
S3 107.06 107.74 109.22
S4 105.94 106.62 108.91
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
5 109.75 103.74 6.01 5.5% 1.84 1.7% 96% True False 38,075
10 109.75 103.29 6.46 5.9% 1.89 1.7% 97% True False 34,727
20 109.75 98.20 11.55 10.5% 2.60 2.4% 98% True False 32,597
40 109.75 93.10 16.65 15.2% 2.63 2.4% 99% True False 33,455
60 109.75 91.28 18.47 16.9% 2.29 2.1% 99% True False 30,157
80 109.75 89.17 20.58 18.8% 2.04 1.9% 99% True False 24,528
100 109.75 83.16 26.59 24.3% 1.90 1.7% 99% True False 20,710
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 114.51
2.618 112.68
1.618 111.56
1.000 110.87
0.618 110.44
HIGH 109.75
0.618 109.32
0.500 109.19
0.382 109.06
LOW 108.63
0.618 107.94
1.000 107.51
1.618 106.82
2.618 105.70
4.250 103.87
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 109.42 108.87
PP 109.30 108.21
S1 109.19 107.55

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

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