NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 99.35 102.95 3.60 3.6% 93.75
High 103.07 104.58 1.51 1.5% 105.55
Low 98.94 101.71 2.77 2.8% 93.75
Close 102.17 104.03 1.86 1.8% 100.08
Range 4.13 2.87 -1.26 -30.5% 11.80
ATR 2.84 2.84 0.00 0.1% 0.00
Volume 79,839 102,071 22,232 27.8% 339,506
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 112.05 110.91 105.61
R3 109.18 108.04 104.82
R2 106.31 106.31 104.56
R1 105.17 105.17 104.29 105.74
PP 103.44 103.44 103.44 103.73
S1 102.30 102.30 103.77 102.87
S2 100.57 100.57 103.50
S3 97.70 99.43 103.24
S4 94.83 96.56 102.45
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 135.19 129.44 106.57
R3 123.39 117.64 103.33
R2 111.59 111.59 102.24
R1 105.84 105.84 101.16 108.72
PP 99.79 99.79 99.79 101.23
S1 94.04 94.04 99.00 96.92
S2 87.99 87.99 97.92
S3 76.19 82.24 96.84
S4 64.39 70.44 93.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 97.92 7.63 7.3% 4.11 3.9% 80% False False 90,010
10 105.55 91.97 13.58 13.1% 3.71 3.6% 89% False False 88,502
20 105.55 91.97 13.58 13.1% 2.71 2.6% 89% False False 82,890
40 105.55 90.50 15.05 14.5% 2.33 2.2% 90% False False 77,004
60 105.55 88.86 16.69 16.0% 2.01 1.9% 91% False False 61,161
80 105.55 82.46 23.09 22.2% 1.97 1.9% 93% False False 52,046
100 105.55 82.46 23.09 22.2% 1.93 1.9% 93% False False 45,038
120 105.55 79.39 26.16 25.1% 1.87 1.8% 94% False False 41,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.90
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.78
2.618 112.09
1.618 109.22
1.000 107.45
0.618 106.35
HIGH 104.58
0.618 103.48
0.500 103.15
0.382 102.81
LOW 101.71
0.618 99.94
1.000 98.84
1.618 97.07
2.618 94.20
4.250 89.51
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 103.74 103.27
PP 103.44 102.52
S1 103.15 101.76

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

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