NYMEX Light Sweet Crude Oil Future September 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 108.72 109.20 0.48 0.4% 109.94
High 109.58 110.02 0.44 0.4% 114.60
Low 107.38 107.87 0.49 0.5% 109.15
Close 108.96 109.67 0.71 0.7% 114.29
Range 2.20 2.15 -0.05 -2.3% 5.45
ATR 2.28 2.27 -0.01 -0.4% 0.00
Volume 25,290 31,333 6,043 23.9% 77,881
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 115.64 114.80 110.85
R3 113.49 112.65 110.26
R2 111.34 111.34 110.06
R1 110.50 110.50 109.87 110.92
PP 109.19 109.19 109.19 109.40
S1 108.35 108.35 109.47 108.77
S2 107.04 107.04 109.28
S3 104.89 106.20 109.08
S4 102.74 104.05 108.49
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 129.03 127.11 117.29
R3 123.58 121.66 115.79
R2 118.13 118.13 115.29
R1 116.21 116.21 114.79 117.17
PP 112.68 112.68 112.68 113.16
S1 110.76 110.76 113.79 111.72
S2 107.23 107.23 113.29
S3 101.78 105.31 112.79
S4 96.33 99.86 111.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.70 107.38 7.32 6.7% 2.91 2.7% 31% False False 24,478
10 114.70 107.38 7.32 6.7% 2.10 1.9% 31% False False 19,450
20 114.70 102.70 12.00 10.9% 1.97 1.8% 58% False False 16,357
40 114.70 94.50 20.20 18.4% 2.44 2.2% 75% False False 18,403
60 114.70 92.33 22.37 20.4% 2.13 1.9% 78% False False 16,750
80 114.70 91.94 22.76 20.8% 1.90 1.7% 78% False False 13,897
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.16
2.618 115.65
1.618 113.50
1.000 112.17
0.618 111.35
HIGH 110.02
0.618 109.20
0.500 108.95
0.382 108.69
LOW 107.87
0.618 106.54
1.000 105.72
1.618 104.39
2.618 102.24
4.250 98.73
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 109.43 109.65
PP 109.19 109.63
S1 108.95 109.61

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

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