NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 102.95 104.28 1.33 1.3% 93.75
High 104.58 104.77 0.19 0.2% 105.55
Low 101.71 102.06 0.35 0.3% 93.75
Close 104.03 103.77 -0.26 -0.2% 100.08
Range 2.87 2.71 -0.16 -5.6% 11.80
ATR 2.84 2.83 -0.01 -0.3% 0.00
Volume 102,071 85,155 -16,916 -16.6% 339,506
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 111.66 110.43 105.26
R3 108.95 107.72 104.52
R2 106.24 106.24 104.27
R1 105.01 105.01 104.02 104.27
PP 103.53 103.53 103.53 103.17
S1 102.30 102.30 103.52 101.56
S2 100.82 100.82 103.27
S3 98.11 99.59 103.02
S4 95.40 96.88 102.28
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
5 104.77 98.44 6.33 6.1% 3.12 3.0% 84% True False 81,810
10 105.55 91.97 13.58 13.1% 3.84 3.7% 87% False False 88,214
20 105.55 91.97 13.58 13.1% 2.80 2.7% 87% False False 82,951
40 105.55 90.50 15.05 14.5% 2.32 2.2% 88% False False 78,396
60 105.55 88.86 16.69 16.1% 2.04 2.0% 89% False False 61,706
80 105.55 82.46 23.09 22.3% 1.99 1.9% 92% False False 52,752
100 105.55 82.46 23.09 22.3% 1.93 1.9% 92% False False 45,652
120 105.55 79.39 26.16 25.2% 1.88 1.8% 93% False False 41,722
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 0.89
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116.29
2.618 111.86
1.618 109.15
1.000 107.48
0.618 106.44
HIGH 104.77
0.618 103.73
0.500 103.42
0.382 103.10
LOW 102.06
0.618 100.39
1.000 99.35
1.618 97.68
2.618 94.97
4.250 90.54
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 103.65 103.13
PP 103.53 102.49
S1 103.42 101.86

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

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