NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 105.74 105.39 -0.35 -0.3% 103.40
High 105.87 105.72 -0.15 -0.1% 105.87
Low 102.70 104.31 1.61 1.6% 99.72
Close 103.49 104.86 1.37 1.3% 103.49
Range 3.17 1.41 -1.76 -55.5% 6.15
ATR 2.67 2.64 -0.03 -1.2% 0.00
Volume 9,554 12,230 2,676 28.0% 68,317
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 109.19 108.44 105.64
R3 107.78 107.03 105.25
R2 106.37 106.37 105.12
R1 105.62 105.62 104.99 105.29
PP 104.96 104.96 104.96 104.80
S1 104.21 104.21 104.73 103.88
S2 103.55 103.55 104.60
S3 102.14 102.80 104.47
S4 100.73 101.39 104.08
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 121.48 118.63 106.87
R3 115.33 112.48 105.18
R2 109.18 109.18 104.62
R1 106.33 106.33 104.05 107.76
PP 103.03 103.03 103.03 103.74
S1 100.18 100.18 102.93 101.61
S2 96.88 96.88 102.36
S3 90.73 94.03 101.80
S4 84.58 87.88 100.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.87 99.72 6.15 5.9% 3.10 3.0% 84% False False 12,888
10 107.96 99.72 8.24 7.9% 2.78 2.7% 62% False False 16,957
20 109.30 96.58 12.72 12.1% 2.98 2.8% 65% False False 19,902
40 109.30 92.33 16.97 16.2% 2.25 2.1% 74% False False 17,115
60 109.30 91.94 17.36 16.6% 1.94 1.9% 74% False False 13,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111.71
2.618 109.41
1.618 108.00
1.000 107.13
0.618 106.59
HIGH 105.72
0.618 105.18
0.500 105.02
0.382 104.85
LOW 104.31
0.618 103.44
1.000 102.90
1.618 102.03
2.618 100.62
4.250 98.32
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 105.02 104.27
PP 104.96 103.67
S1 104.91 103.08

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

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