NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 98.59 98.81 0.22 0.2% 98.11
High 100.49 100.70 0.21 0.2% 104.60
Low 95.25 97.09 1.84 1.9% 95.25
Close 98.97 99.65 0.68 0.7% 99.65
Range 5.24 3.61 -1.63 -31.1% 9.35
ATR 4.13 4.10 -0.04 -0.9% 0.00
Volume 475,171 335,574 -139,597 -29.4% 2,139,498
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 109.98 108.42 101.64
R3 106.37 104.81 100.64
R2 102.76 102.76 100.31
R1 101.20 101.20 99.98 101.98
PP 99.15 99.15 99.15 99.54
S1 97.59 97.59 99.32 98.37
S2 95.54 95.54 98.99
S3 91.93 93.98 98.66
S4 88.32 90.37 97.66
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.88 123.12 104.79
R3 118.53 113.77 102.22
R2 109.18 109.18 101.36
R1 104.42 104.42 100.51 106.80
PP 99.83 99.83 99.83 101.03
S1 95.07 95.07 98.79 97.45
S2 90.48 90.48 97.94
S3 81.13 85.72 97.08
S4 71.78 76.37 94.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.60 95.25 9.35 9.4% 5.15 5.2% 47% False False 427,899
10 114.83 94.63 20.20 20.3% 5.43 5.4% 25% False False 424,816
20 114.83 94.63 20.20 20.3% 3.96 4.0% 25% False False 337,556
40 114.83 94.63 20.20 20.3% 3.17 3.2% 25% False False 222,674
60 114.83 91.97 22.86 22.9% 3.34 3.3% 34% False False 177,095
80 114.83 90.50 24.33 24.4% 2.96 3.0% 38% False False 153,364
100 114.83 90.50 24.33 24.4% 2.69 2.7% 38% False False 130,850
120 114.83 82.46 32.37 32.5% 2.53 2.5% 53% False False 114,311
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 1.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.04
2.618 110.15
1.618 106.54
1.000 104.31
0.618 102.93
HIGH 100.70
0.618 99.32
0.500 98.90
0.382 98.47
LOW 97.09
0.618 94.86
1.000 93.48
1.618 91.25
2.618 87.64
4.250 81.75
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 99.40 99.93
PP 99.15 99.83
S1 98.90 99.74

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

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