NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 107.87 108.97 1.10 1.0% 109.44
High 109.22 109.87 0.65 0.6% 114.49
Low 107.06 107.43 0.37 0.3% 108.89
Close 108.64 109.49 0.85 0.8% 114.14
Range 2.16 2.44 0.28 13.0% 5.60
ATR 2.44 2.44 0.00 0.0% 0.00
Volume 33,317 45,350 12,033 36.1% 98,929
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.25 115.31 110.83
R3 113.81 112.87 110.16
R2 111.37 111.37 109.94
R1 110.43 110.43 109.71 110.90
PP 108.93 108.93 108.93 109.17
S1 107.99 107.99 109.27 108.46
S2 106.49 106.49 109.04
S3 104.05 105.55 108.82
S4 101.61 103.11 108.15
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.31 127.32 117.22
R3 123.71 121.72 115.68
R2 118.11 118.11 115.17
R1 116.12 116.12 114.65 117.12
PP 112.51 112.51 112.51 113.00
S1 110.52 110.52 113.63 111.52
S2 106.91 106.91 113.11
S3 101.31 104.92 112.60
S4 95.71 99.32 111.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.77 107.06 7.71 7.0% 3.31 3.0% 32% False False 32,266
10 114.77 107.06 7.71 7.0% 2.35 2.1% 32% False False 25,099
20 114.77 102.49 12.28 11.2% 2.15 2.0% 57% False False 19,160
40 114.77 93.92 20.85 19.0% 2.57 2.3% 75% False False 20,747
60 114.77 91.88 22.89 20.9% 2.23 2.0% 77% False False 18,947
80 114.77 91.78 22.99 21.0% 1.99 1.8% 77% False False 15,843
100 114.77 83.43 31.34 28.6% 1.84 1.7% 83% False False 13,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.24
2.618 116.26
1.618 113.82
1.000 112.31
0.618 111.38
HIGH 109.87
0.618 108.94
0.500 108.65
0.382 108.36
LOW 107.43
0.618 105.92
1.000 104.99
1.618 103.48
2.618 101.04
4.250 97.06
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 109.21 109.47
PP 108.93 109.45
S1 108.65 109.43

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

View Archives - Comment on this page... - Back to Index of Symbols