NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 108.88 111.89 3.01 2.8% 114.25
High 112.09 112.95 0.86 0.8% 114.50
Low 108.38 111.44 3.06 2.8% 106.58
Close 111.91 112.75 0.84 0.8% 110.68
Range 3.71 1.51 -2.20 -59.3% 7.92
ATR 2.73 2.65 -0.09 -3.2% 0.00
Volume 56,749 65,500 8,751 15.4% 391,160
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.91 116.34 113.58
R3 115.40 114.83 113.17
R2 113.89 113.89 113.03
R1 113.32 113.32 112.89 113.61
PP 112.38 112.38 112.38 112.52
S1 111.81 111.81 112.61 112.10
S2 110.87 110.87 112.47
S3 109.36 110.30 112.33
S4 107.85 108.79 111.92
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 134.35 130.43 115.04
R3 126.43 122.51 112.86
R2 118.51 118.51 112.13
R1 114.59 114.59 111.41 112.59
PP 110.59 110.59 110.59 109.59
S1 106.67 106.67 109.95 104.67
S2 102.67 102.67 109.23
S3 94.75 98.75 108.50
S4 86.83 90.83 106.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.95 106.44 6.51 5.8% 2.81 2.5% 97% True False 53,527
10 114.50 106.44 8.06 7.1% 3.09 2.7% 78% False False 66,535
20 114.50 103.74 10.76 9.5% 2.40 2.1% 84% False False 52,770
40 114.50 98.20 16.30 14.5% 2.66 2.4% 89% False False 42,219
60 114.50 92.70 21.80 19.3% 2.55 2.3% 92% False False 39,122
80 114.50 91.28 23.22 20.6% 2.32 2.1% 92% False False 33,432
100 114.50 85.92 28.58 25.3% 2.09 1.9% 94% False False 28,089
120 114.50 83.16 31.34 27.8% 1.94 1.7% 94% False False 24,043
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 0.71
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119.37
2.618 116.90
1.618 115.39
1.000 114.46
0.618 113.88
HIGH 112.95
0.618 112.37
0.500 112.20
0.382 112.02
LOW 111.44
0.618 110.51
1.000 109.93
1.618 109.00
2.618 107.49
4.250 105.02
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 112.57 111.73
PP 112.38 110.71
S1 112.20 109.70

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

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