NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 109.96 110.30 0.34 0.3% 107.20
High 111.09 111.97 0.88 0.8% 109.55
Low 109.74 110.22 0.48 0.4% 104.54
Close 110.77 111.87 1.10 1.0% 109.35
Range 1.35 1.75 0.40 29.6% 5.01
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 41,172 32,722 -8,450 -20.5% 173,938
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 116.60 115.99 112.83
R3 114.85 114.24 112.35
R2 113.10 113.10 112.19
R1 112.49 112.49 112.03 112.80
PP 111.35 111.35 111.35 111.51
S1 110.74 110.74 111.71 111.05
S2 109.60 109.60 111.55
S3 107.85 108.99 111.39
S4 106.10 107.24 110.91
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 122.84 121.11 112.11
R3 117.83 116.10 110.73
R2 112.82 112.82 110.27
R1 111.09 111.09 109.81 111.96
PP 107.81 107.81 107.81 108.25
S1 106.08 106.08 108.89 106.95
S2 102.80 102.80 108.43
S3 97.79 101.07 107.97
S4 92.78 96.06 106.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.97 107.93 4.04 3.6% 1.40 1.3% 98% True False 37,044
10 111.97 104.54 7.43 6.6% 1.57 1.4% 99% True False 36,725
20 111.97 99.07 12.90 11.5% 2.25 2.0% 99% True False 38,636
40 111.97 95.75 16.22 14.5% 2.44 2.2% 99% True False 52,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119.41
2.618 116.55
1.618 114.80
1.000 113.72
0.618 113.05
HIGH 111.97
0.618 111.30
0.500 111.10
0.382 110.89
LOW 110.22
0.618 109.14
1.000 108.47
1.618 107.39
2.618 105.64
4.250 102.78
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 111.61 111.48
PP 111.35 111.08
S1 111.10 110.69

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

View Archives - Comment on this page... - Back to Index of Symbols