NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 108.78 99.76 -9.02 -8.3% 113.89
High 109.38 102.38 -7.00 -6.4% 114.83
Low 98.25 94.63 -3.62 -3.7% 94.63
Close 99.80 97.18 -2.62 -2.6% 97.18
Range 11.13 7.75 -3.38 -30.4% 20.20
ATR 3.31 3.63 0.32 9.6% 0.00
Volume 649,110 568,671 -80,439 -12.4% 2,108,664
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 121.31 117.00 101.44
R3 113.56 109.25 99.31
R2 105.81 105.81 98.60
R1 101.50 101.50 97.89 99.78
PP 98.06 98.06 98.06 97.21
S1 93.75 93.75 96.47 92.03
S2 90.31 90.31 95.76
S3 82.56 86.00 95.05
S4 74.81 78.25 92.92
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.81 150.20 108.29
R3 142.61 130.00 102.74
R2 122.41 122.41 100.88
R1 109.80 109.80 99.03 106.01
PP 102.21 102.21 102.21 100.32
S1 89.60 89.60 95.33 85.81
S2 82.01 82.01 93.48
S3 61.81 69.40 91.63
S4 41.61 49.20 86.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.83 94.63 20.20 20.8% 5.71 5.9% 13% False True 421,732
10 114.83 94.63 20.20 20.8% 3.94 4.1% 13% False True 334,917
20 114.83 94.63 20.20 20.8% 3.55 3.7% 13% False True 277,414
40 114.83 94.63 20.20 20.8% 3.04 3.1% 13% False True 178,056
60 114.83 91.97 22.86 23.5% 3.05 3.1% 23% False False 148,966
80 114.83 90.50 24.33 25.0% 2.73 2.8% 27% False False 130,064
100 114.83 89.24 25.59 26.3% 2.50 2.6% 31% False False 111,063
120 114.83 82.46 32.37 33.3% 2.39 2.5% 45% False False 97,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.32
2.618 122.67
1.618 114.92
1.000 110.13
0.618 107.17
HIGH 102.38
0.618 99.42
0.500 98.51
0.382 97.59
LOW 94.63
0.618 89.84
1.000 86.88
1.618 82.09
2.618 74.34
4.250 61.69
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 98.51 102.93
PP 98.06 101.01
S1 97.62 99.10

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

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