NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 99.79 100.87 1.08 1.1% 100.69
High 100.93 100.87 -0.06 -0.1% 103.39
Low 98.46 98.12 -0.34 -0.3% 98.12
Close 100.40 100.22 -0.18 -0.2% 100.22
Range 2.47 2.75 0.28 11.3% 5.27
ATR 3.42 3.37 -0.05 -1.4% 0.00
Volume 373,264 335,025 -38,239 -10.2% 1,270,422
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.99 106.85 101.73
R3 105.24 104.10 100.98
R2 102.49 102.49 100.72
R1 101.35 101.35 100.47 100.55
PP 99.74 99.74 99.74 99.33
S1 98.60 98.60 99.97 97.80
S2 96.99 96.99 99.72
S3 94.24 95.85 99.46
S4 91.49 93.10 98.71
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.39 113.57 103.12
R3 111.12 108.30 101.67
R2 105.85 105.85 101.19
R1 103.03 103.03 100.70 101.81
PP 100.58 100.58 100.58 99.96
S1 97.76 97.76 99.74 96.54
S2 95.31 95.31 99.25
S3 90.04 92.49 98.77
S4 84.77 87.22 97.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.39 98.12 5.27 5.3% 2.73 2.7% 40% False True 293,121
10 103.39 96.35 7.04 7.0% 3.06 3.1% 55% False False 310,382
20 105.16 95.18 9.98 10.0% 3.78 3.8% 51% False False 251,765
40 115.27 95.18 20.09 20.0% 3.50 3.5% 25% False False 157,971
60 115.27 95.18 20.09 20.0% 3.18 3.2% 25% False False 116,082
80 115.27 93.10 22.17 22.1% 3.05 3.0% 32% False False 96,114
100 115.27 91.36 23.91 23.9% 2.76 2.8% 37% False False 81,480
120 115.27 89.63 25.64 25.6% 2.53 2.5% 41% False False 69,480
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.56
2.618 108.07
1.618 105.32
1.000 103.62
0.618 102.57
HIGH 100.87
0.618 99.82
0.500 99.50
0.382 99.17
LOW 98.12
0.618 96.42
1.000 95.37
1.618 93.67
2.618 90.92
4.250 86.43
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 99.98 100.72
PP 99.74 100.55
S1 99.50 100.39

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

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