NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 108.55 108.65 0.10 0.1% 114.77
High 109.67 112.30 2.63 2.4% 114.77
Low 106.74 108.65 1.91 1.8% 107.06
Close 108.99 112.17 3.18 2.9% 110.96
Range 2.93 3.65 0.72 24.6% 7.71
ATR 2.54 2.62 0.08 3.1% 0.00
Volume 20,204 29,350 9,146 45.3% 163,357
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 121.99 120.73 114.18
R3 118.34 117.08 113.17
R2 114.69 114.69 112.84
R1 113.43 113.43 112.50 114.06
PP 111.04 111.04 111.04 111.36
S1 109.78 109.78 111.84 110.41
S2 107.39 107.39 111.50
S3 103.74 106.13 111.17
S4 100.09 102.48 110.16
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 134.06 130.22 115.20
R3 126.35 122.51 113.08
R2 118.64 118.64 112.37
R1 114.80 114.80 111.67 112.87
PP 110.93 110.93 110.93 109.96
S1 107.09 107.09 110.25 105.16
S2 103.22 103.22 109.55
S3 95.51 99.38 108.84
S4 87.80 91.67 106.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.30 106.74 5.56 5.0% 2.94 2.6% 98% True False 28,779
10 114.77 106.74 8.03 7.2% 3.07 2.7% 68% False False 28,005
20 114.77 104.02 10.75 9.6% 2.31 2.1% 76% False False 21,928
40 114.77 98.51 16.26 14.5% 2.54 2.3% 84% False False 20,877
60 114.77 92.09 22.68 20.2% 2.34 2.1% 89% False False 19,824
80 114.77 91.78 22.99 20.5% 2.11 1.9% 89% False False 16,912
100 114.77 86.20 28.57 25.5% 1.91 1.7% 91% False False 14,396
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 0.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127.81
2.618 121.86
1.618 118.21
1.000 115.95
0.618 114.56
HIGH 112.30
0.618 110.91
0.500 110.48
0.382 110.04
LOW 108.65
0.618 106.39
1.000 105.00
1.618 102.74
2.618 99.09
4.250 93.14
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 111.61 111.29
PP 111.04 110.40
S1 110.48 109.52

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

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