NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 96.98 97.57 0.59 0.6% 98.11
High 97.81 100.99 3.18 3.3% 104.60
Low 95.02 97.46 2.44 2.6% 95.25
Close 96.91 100.10 3.19 3.3% 99.65
Range 2.79 3.53 0.74 26.5% 9.35
ATR 3.92 3.93 0.01 0.3% 0.00
Volume 354,159 265,459 -88,700 -25.0% 2,139,498
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 110.11 108.63 102.04
R3 106.58 105.10 101.07
R2 103.05 103.05 100.75
R1 101.57 101.57 100.42 102.31
PP 99.52 99.52 99.52 99.89
S1 98.04 98.04 99.78 98.78
S2 95.99 95.99 99.45
S3 92.46 94.51 99.13
S4 88.93 90.98 98.16
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
5 100.99 95.02 5.97 6.0% 3.60 3.6% 85% True False 344,615
10 109.38 94.63 14.75 14.7% 5.38 5.4% 37% False False 426,961
20 114.83 94.63 20.20 20.2% 3.97 4.0% 27% False False 344,740
40 114.83 94.63 20.20 20.2% 3.19 3.2% 27% False False 240,755
60 114.83 94.63 20.20 20.2% 3.32 3.3% 27% False False 188,775
80 114.83 90.50 24.33 24.3% 3.01 3.0% 39% False False 162,355
100 114.83 90.50 24.33 24.3% 2.76 2.8% 39% False False 139,265
120 114.83 84.81 30.02 30.0% 2.55 2.6% 51% False False 121,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.99
2.618 110.23
1.618 106.70
1.000 104.52
0.618 103.17
HIGH 100.99
0.618 99.64
0.500 99.23
0.382 98.81
LOW 97.46
0.618 95.28
1.000 93.93
1.618 91.75
2.618 88.22
4.250 82.46
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 99.81 99.40
PP 99.52 98.70
S1 99.23 98.01

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

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