NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 106.87 107.40 0.53 0.5% 102.60
High 107.87 108.25 0.38 0.4% 106.81
Low 106.00 103.79 -2.21 -2.1% 101.01
Close 107.44 105.61 -1.83 -1.7% 106.56
Range 1.87 4.46 2.59 138.5% 5.80
ATR 2.37 2.52 0.15 6.3% 0.00
Volume 76,443 51,159 -25,284 -33.1% 291,976
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 119.26 116.90 108.06
R3 114.80 112.44 106.84
R2 110.34 110.34 106.43
R1 107.98 107.98 106.02 106.93
PP 105.88 105.88 105.88 105.36
S1 103.52 103.52 105.20 102.47
S2 101.42 101.42 104.79
S3 96.96 99.06 104.38
S4 92.50 94.60 103.16
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
5 109.10 103.79 5.31 5.0% 2.58 2.4% 34% False True 64,385
10 109.10 100.54 8.56 8.1% 2.59 2.4% 59% False False 66,901
20 109.10 95.75 13.35 12.6% 2.63 2.5% 74% False False 66,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 127.21
2.618 119.93
1.618 115.47
1.000 112.71
0.618 111.01
HIGH 108.25
0.618 106.55
0.500 106.02
0.382 105.49
LOW 103.79
0.618 101.03
1.000 99.33
1.618 96.57
2.618 92.11
4.250 84.84
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 106.02 106.02
PP 105.88 105.88
S1 105.75 105.75

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

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