NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 106.77 106.87 0.10 0.1% 102.60
High 107.77 107.87 0.10 0.1% 106.81
Low 105.56 106.00 0.44 0.4% 101.01
Close 106.79 107.44 0.65 0.6% 106.56
Range 2.21 1.87 -0.34 -15.4% 5.80
ATR 2.41 2.37 -0.04 -1.6% 0.00
Volume 71,683 76,443 4,760 6.6% 291,976
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.71 111.95 108.47
R3 110.84 110.08 107.95
R2 108.97 108.97 107.78
R1 108.21 108.21 107.61 108.59
PP 107.10 107.10 107.10 107.30
S1 106.34 106.34 107.27 106.72
S2 105.23 105.23 107.10
S3 103.36 104.47 106.93
S4 101.49 102.60 106.41
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
5 109.10 103.41 5.69 5.3% 2.14 2.0% 71% False False 68,901
10 109.10 99.52 9.58 8.9% 2.69 2.5% 83% False False 75,793
20 109.10 95.75 13.35 12.4% 2.46 2.3% 88% False False 66,642
Crabel Price Patterns
NR True
NR4 False
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 0.69
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.82
2.618 112.77
1.618 110.90
1.000 109.74
0.618 109.03
HIGH 107.87
0.618 107.16
0.500 106.94
0.382 106.71
LOW 106.00
0.618 104.84
1.000 104.13
1.618 102.97
2.618 101.10
4.250 98.05
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 107.27 107.40
PP 107.10 107.37
S1 106.94 107.33

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

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