NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 100.42 98.82 -1.60 -1.6% 100.69
High 100.68 99.75 -0.93 -0.9% 103.39
Low 98.55 97.74 -0.81 -0.8% 98.12
Close 99.01 99.09 0.08 0.1% 100.22
Range 2.13 2.01 -0.12 -5.6% 5.27
ATR 3.29 3.19 -0.09 -2.8% 0.00
Volume 266,853 376,801 109,948 41.2% 1,270,422
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 104.89 104.00 100.20
R3 102.88 101.99 99.64
R2 100.87 100.87 99.46
R1 99.98 99.98 99.27 100.43
PP 98.86 98.86 98.86 99.08
S1 97.97 97.97 98.91 98.42
S2 96.85 96.85 98.72
S3 94.84 95.96 98.54
S4 92.83 93.95 97.98
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
5 103.31 97.74 5.57 5.6% 2.56 2.6% 24% False True 340,364
10 103.39 96.61 6.78 6.8% 2.70 2.7% 37% False False 308,719
20 105.16 95.54 9.62 9.7% 3.30 3.3% 37% False False 268,540
40 115.27 95.18 20.09 20.3% 3.47 3.5% 19% False False 171,075
60 115.27 95.18 20.09 20.3% 3.11 3.1% 19% False False 125,492
80 115.27 93.10 22.17 22.4% 3.07 3.1% 27% False False 103,382
100 115.27 91.36 23.91 24.1% 2.77 2.8% 32% False False 87,586
120 115.27 89.63 25.64 25.9% 2.54 2.6% 37% False False 74,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.68
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.29
2.618 105.01
1.618 103.00
1.000 101.76
0.618 100.99
HIGH 99.75
0.618 98.98
0.500 98.75
0.382 98.51
LOW 97.74
0.618 96.50
1.000 95.73
1.618 94.49
2.618 92.48
4.250 89.20
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 98.98 99.31
PP 98.86 99.23
S1 98.75 99.16

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

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