NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 108.98 109.79 0.81 0.7% 106.41
High 110.33 111.48 1.15 1.0% 109.18
Low 108.98 109.49 0.51 0.5% 103.74
Close 110.05 111.37 1.32 1.2% 108.94
Range 1.35 1.99 0.64 47.4% 5.44
ATR 2.25 2.24 -0.02 -0.8% 0.00
Volume 40,843 54,678 13,835 33.9% 181,528
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.75 116.05 112.46
R3 114.76 114.06 111.92
R2 112.77 112.77 111.73
R1 112.07 112.07 111.55 112.42
PP 110.78 110.78 110.78 110.96
S1 110.08 110.08 111.19 110.43
S2 108.79 108.79 111.01
S3 106.80 108.09 110.82
S4 104.81 106.10 110.28
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
5 111.48 107.34 4.14 3.7% 1.48 1.3% 97% True False 42,620
10 111.48 103.74 7.74 6.9% 1.70 1.5% 99% True False 39,006
20 111.48 98.20 13.28 11.9% 2.41 2.2% 99% True False 33,256
40 111.48 93.10 18.38 16.5% 2.62 2.4% 99% True False 34,956
60 111.48 91.36 20.12 18.1% 2.28 2.0% 99% True False 31,076
80 111.48 89.63 21.85 19.6% 2.05 1.8% 99% True False 25,876
100 111.48 83.16 28.32 25.4% 1.91 1.7% 100% True False 21,812
120 111.48 83.16 28.32 25.4% 1.76 1.6% 100% True False 18,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119.94
2.618 116.69
1.618 114.70
1.000 113.47
0.618 112.71
HIGH 111.48
0.618 110.72
0.500 110.49
0.382 110.25
LOW 109.49
0.618 108.26
1.000 107.50
1.618 106.27
2.618 104.28
4.250 101.03
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 111.08 110.94
PP 110.78 110.50
S1 110.49 110.07

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

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