NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 105.22 106.75 1.53 1.5% 102.60
High 106.81 109.10 2.29 2.1% 106.81
Low 105.00 106.56 1.56 1.5% 101.01
Close 106.56 107.56 1.00 0.9% 106.56
Range 1.81 2.54 0.73 40.3% 5.80
ATR 2.42 2.43 0.01 0.4% 0.00
Volume 49,712 72,929 23,217 46.7% 291,976
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 115.36 114.00 108.96
R3 112.82 111.46 108.26
R2 110.28 110.28 108.03
R1 108.92 108.92 107.79 109.60
PP 107.74 107.74 107.74 108.08
S1 106.38 106.38 107.33 107.06
S2 105.20 105.20 107.09
S3 102.66 103.84 106.86
S4 100.12 101.30 106.16
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 122.19 120.18 109.75
R3 116.39 114.38 108.16
R2 110.59 110.59 107.62
R1 108.58 108.58 107.09 109.59
PP 104.79 104.79 104.79 105.30
S1 102.78 102.78 106.03 103.79
S2 98.99 98.99 105.50
S3 93.19 96.98 104.97
S4 87.39 91.18 103.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.10 101.01 8.09 7.5% 2.44 2.3% 81% True False 60,898
10 109.10 97.70 11.40 10.6% 3.19 3.0% 86% True False 77,113
20 109.10 95.75 13.35 12.4% 2.44 2.3% 88% True False 62,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.90
2.618 115.75
1.618 113.21
1.000 111.64
0.618 110.67
HIGH 109.10
0.618 108.13
0.500 107.83
0.382 107.53
LOW 106.56
0.618 104.99
1.000 104.02
1.618 102.45
2.618 99.91
4.250 95.77
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 107.83 107.13
PP 107.74 106.69
S1 107.65 106.26

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

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