NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 100.16 100.69 0.53 0.5% 99.68
High 101.24 103.39 2.15 2.1% 101.90
Low 100.04 99.60 -0.44 -0.4% 96.37
Close 100.59 102.70 2.11 2.1% 100.59
Range 1.20 3.79 2.59 215.8% 5.53
ATR 3.48 3.50 0.02 0.6% 0.00
Volume 195,187 212,254 17,067 8.7% 1,453,721
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 113.27 111.77 104.78
R3 109.48 107.98 103.74
R2 105.69 105.69 103.39
R1 104.19 104.19 103.05 104.94
PP 101.90 101.90 101.90 102.27
S1 100.40 100.40 102.35 101.15
S2 98.11 98.11 102.01
S3 94.32 96.61 101.66
S4 90.53 92.82 100.62
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 116.21 113.93 103.63
R3 110.68 108.40 102.11
R2 105.15 105.15 101.60
R1 102.87 102.87 101.10 104.01
PP 99.62 99.62 99.62 100.19
S1 97.34 97.34 100.08 98.48
S2 94.09 94.09 99.58
S3 88.56 91.81 99.07
S4 83.03 86.28 97.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.39 96.61 6.78 6.6% 2.83 2.8% 90% True False 277,074
10 103.39 95.54 7.85 7.6% 3.08 3.0% 91% True False 277,649
20 113.69 95.18 18.51 18.0% 4.18 4.1% 41% False False 209,498
40 115.27 95.18 20.09 19.6% 3.37 3.3% 37% False False 134,341
60 115.27 95.18 20.09 19.6% 3.14 3.1% 37% False False 100,489
80 115.27 93.10 22.17 21.6% 3.02 2.9% 43% False False 83,599
100 115.27 91.28 23.99 23.4% 2.73 2.7% 48% False False 71,621
120 115.27 89.17 26.10 25.4% 2.49 2.4% 52% False False 60,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119.50
2.618 113.31
1.618 109.52
1.000 107.18
0.618 105.73
HIGH 103.39
0.618 101.94
0.500 101.50
0.382 101.05
LOW 99.60
0.618 97.26
1.000 95.81
1.618 93.47
2.618 89.68
4.250 83.49
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 102.30 102.30
PP 101.90 101.90
S1 101.50 101.50

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

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