NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 102.44 103.69 1.25 1.2% 113.89
High 103.95 104.60 0.65 0.6% 114.83
Low 100.12 97.50 -2.62 -2.6% 94.63
Close 103.88 98.21 -5.67 -5.5% 97.18
Range 3.83 7.10 3.27 85.4% 20.20
ATR 3.81 4.05 0.23 6.2% 0.00
Volume 401,997 488,320 86,323 21.5% 2,108,664
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 121.40 116.91 102.12
R3 114.30 109.81 100.16
R2 107.20 107.20 99.51
R1 102.71 102.71 98.86 101.41
PP 100.10 100.10 100.10 99.45
S1 95.61 95.61 97.56 94.31
S2 93.00 93.00 96.91
S3 85.90 88.51 96.26
S4 78.80 81.41 94.31
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
5 109.38 94.63 14.75 15.0% 7.16 7.3% 24% False False 509,306
10 114.83 94.63 20.20 20.6% 4.97 5.1% 18% False False 390,391
20 114.83 94.63 20.20 20.6% 3.76 3.8% 18% False False 319,197
40 114.83 94.63 20.20 20.6% 3.17 3.2% 18% False False 205,717
60 114.83 91.97 22.86 23.3% 3.26 3.3% 27% False False 166,337
80 114.83 90.50 24.33 24.8% 2.89 2.9% 32% False False 144,484
100 114.83 90.04 24.79 25.2% 2.63 2.7% 33% False False 123,490
120 114.83 82.46 32.37 33.0% 2.49 2.5% 49% False False 108,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.78
2.618 123.19
1.618 116.09
1.000 111.70
0.618 108.99
HIGH 104.60
0.618 101.89
0.500 101.05
0.382 100.21
LOW 97.50
0.618 93.11
1.000 90.40
1.618 86.01
2.618 78.91
4.250 67.33
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 101.05 101.01
PP 100.10 100.08
S1 99.16 99.14

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

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