NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 109.32 109.38 0.06 0.1% 106.41
High 109.75 109.73 -0.02 0.0% 109.18
Low 108.63 108.65 0.02 0.0% 103.74
Close 109.53 109.56 0.03 0.0% 108.94
Range 1.12 1.08 -0.04 -3.6% 5.44
ATR 2.42 2.32 -0.10 -4.0% 0.00
Volume 40,587 31,543 -9,044 -22.3% 181,528
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 112.55 112.14 110.15
R3 111.47 111.06 109.86
R2 110.39 110.39 109.76
R1 109.98 109.98 109.66 110.19
PP 109.31 109.31 109.31 109.42
S1 108.90 108.90 109.46 109.11
S2 108.23 108.23 109.36
S3 107.15 107.82 109.26
S4 106.07 106.74 108.97
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.61 121.71 111.93
R3 118.17 116.27 110.44
R2 112.73 112.73 109.94
R1 110.83 110.83 109.44 111.78
PP 107.29 107.29 107.29 107.76
S1 105.39 105.39 108.44 106.34
S2 101.85 101.85 107.94
S3 96.41 99.95 107.44
S4 90.97 94.51 105.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.75 104.55 5.20 4.7% 1.61 1.5% 96% False False 39,224
10 109.75 103.74 6.01 5.5% 1.71 1.6% 97% False False 36,188
20 109.75 98.20 11.55 10.5% 2.54 2.3% 98% False False 32,432
40 109.75 93.10 16.65 15.2% 2.62 2.4% 99% False False 33,731
60 109.75 91.36 18.39 16.8% 2.28 2.1% 99% False False 30,262
80 109.75 89.17 20.58 18.8% 2.04 1.9% 99% False False 24,808
100 109.75 83.16 26.59 24.3% 1.91 1.7% 99% False False 20,982
120 109.75 83.16 26.59 24.3% 1.76 1.6% 99% False False 18,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 114.32
2.618 112.56
1.618 111.48
1.000 110.81
0.618 110.40
HIGH 109.73
0.618 109.32
0.500 109.19
0.382 109.06
LOW 108.65
0.618 107.98
1.000 107.57
1.618 106.90
2.618 105.82
4.250 104.06
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 109.44 109.22
PP 109.31 108.88
S1 109.19 108.55

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

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