NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 104.58 102.53 -2.05 -2.0% 106.89
High 104.58 103.91 -0.67 -0.6% 109.18
Low 101.82 101.57 -0.25 -0.2% 101.82
Close 103.83 103.69 -0.14 -0.1% 103.83
Range 2.76 2.34 -0.42 -15.2% 7.36
ATR 2.44 2.43 -0.01 -0.3% 0.00
Volume 25,467 18,067 -7,400 -29.1% 131,368
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 110.08 109.22 104.98
R3 107.74 106.88 104.33
R2 105.40 105.40 104.12
R1 104.54 104.54 103.90 104.97
PP 103.06 103.06 103.06 103.27
S1 102.20 102.20 103.48 102.63
S2 100.72 100.72 103.26
S3 98.38 99.86 103.05
S4 96.04 97.52 102.40
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 127.02 122.79 107.88
R3 119.66 115.43 105.85
R2 112.30 112.30 105.18
R1 108.07 108.07 104.50 106.51
PP 104.94 104.94 104.94 104.16
S1 100.71 100.71 103.16 99.15
S2 97.58 97.58 102.48
S3 90.22 93.35 101.81
S4 82.86 85.99 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.94 101.57 6.37 6.1% 2.57 2.5% 33% False True 23,295
10 109.18 100.84 8.34 8.0% 2.46 2.4% 34% False False 22,184
20 109.18 93.92 15.26 14.7% 2.63 2.5% 64% False False 22,547
40 109.18 91.88 17.30 16.7% 2.02 2.0% 68% False False 18,532
60 109.18 90.58 18.60 17.9% 1.78 1.7% 70% False False 14,391
80 109.18 83.43 25.75 24.8% 1.62 1.6% 79% False False 11,815
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.86
2.618 110.04
1.618 107.70
1.000 106.25
0.618 105.36
HIGH 103.91
0.618 103.02
0.500 102.74
0.382 102.46
LOW 101.57
0.618 100.12
1.000 99.23
1.618 97.78
2.618 95.44
4.250 91.63
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 103.37 104.62
PP 103.06 104.31
S1 102.74 104.00

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

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