NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 100.87 100.42 -0.45 -0.4% 100.69
High 100.87 100.68 -0.19 -0.2% 103.39
Low 98.12 98.55 0.43 0.4% 98.12
Close 100.22 99.01 -1.21 -1.2% 100.22
Range 2.75 2.13 -0.62 -22.5% 5.27
ATR 3.37 3.29 -0.09 -2.6% 0.00
Volume 335,025 266,853 -68,172 -20.3% 1,270,422
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 105.80 104.54 100.18
R3 103.67 102.41 99.60
R2 101.54 101.54 99.40
R1 100.28 100.28 99.21 99.85
PP 99.41 99.41 99.41 99.20
S1 98.15 98.15 98.81 97.72
S2 97.28 97.28 98.62
S3 95.15 96.02 98.42
S4 93.02 93.89 97.84
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% 2.92 2.9% 17% False False 307,455
10 103.39 96.37 7.02 7.1% 2.86 2.9% 38% False False 299,099
20 105.16 95.54 9.62 9.7% 3.50 3.5% 36% False False 257,872
40 115.27 95.18 20.09 20.3% 3.50 3.5% 19% False False 163,275
60 115.27 95.18 20.09 20.3% 3.14 3.2% 19% False False 119,935
80 115.27 93.10 22.17 22.4% 3.06 3.1% 27% False False 99,115
100 115.27 91.36 23.91 24.1% 2.77 2.8% 32% False False 83,956
120 115.27 89.63 25.64 25.9% 2.53 2.6% 37% False False 71,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.73
2.618 106.26
1.618 104.13
1.000 102.81
0.618 102.00
HIGH 100.68
0.618 99.87
0.500 99.62
0.382 99.36
LOW 98.55
0.618 97.23
1.000 96.42
1.618 95.10
2.618 92.97
4.250 89.50
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 99.62 99.53
PP 99.41 99.35
S1 99.21 99.18

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

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