NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 98.82 99.58 0.76 0.8% 100.69
High 99.75 101.89 2.14 2.1% 103.39
Low 97.74 98.02 0.28 0.3% 98.12
Close 99.09 100.74 1.65 1.7% 100.22
Range 2.01 3.87 1.86 92.5% 5.27
ATR 3.19 3.24 0.05 1.5% 0.00
Volume 376,801 454,043 77,242 20.5% 1,270,422
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 111.83 110.15 102.87
R3 107.96 106.28 101.80
R2 104.09 104.09 101.45
R1 102.41 102.41 101.09 103.25
PP 100.22 100.22 100.22 100.64
S1 98.54 98.54 100.39 99.38
S2 96.35 96.35 100.03
S3 92.48 94.67 99.68
S4 88.61 90.80 98.61
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
5 101.89 97.74 4.15 4.1% 2.65 2.6% 72% True False 361,197
10 103.39 97.74 5.65 5.6% 2.74 2.7% 53% False False 321,806
20 105.16 95.54 9.62 9.5% 3.30 3.3% 54% False False 281,415
40 115.27 95.18 20.09 19.9% 3.46 3.4% 28% False False 180,783
60 115.27 95.18 20.09 19.9% 3.13 3.1% 28% False False 132,542
80 115.27 93.10 22.17 22.0% 3.10 3.1% 34% False False 108,657
100 115.27 91.36 23.91 23.7% 2.80 2.8% 39% False False 91,935
120 115.27 90.36 24.91 24.7% 2.56 2.5% 42% False False 78,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118.34
2.618 112.02
1.618 108.15
1.000 105.76
0.618 104.28
HIGH 101.89
0.618 100.41
0.500 99.96
0.382 99.50
LOW 98.02
0.618 95.63
1.000 94.15
1.618 91.76
2.618 87.89
4.250 81.57
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 100.48 100.43
PP 100.22 100.12
S1 99.96 99.82

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

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