NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 100.83 101.84 1.01 1.0% 100.42
High 102.44 102.15 -0.29 -0.3% 102.44
Low 100.74 98.60 -2.14 -2.1% 97.74
Close 101.93 99.29 -2.64 -2.6% 99.29
Range 1.70 3.55 1.85 108.8% 4.70
ATR 3.13 3.16 0.03 1.0% 0.00
Volume 311,010 350,586 39,576 12.7% 1,759,293
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.66 108.53 101.24
R3 107.11 104.98 100.27
R2 103.56 103.56 99.94
R1 101.43 101.43 99.62 100.72
PP 100.01 100.01 100.01 99.66
S1 97.88 97.88 98.96 97.17
S2 96.46 96.46 98.64
S3 92.91 94.33 98.31
S4 89.36 90.78 97.34
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.92 111.31 101.88
R3 109.22 106.61 100.58
R2 104.52 104.52 100.15
R1 101.91 101.91 99.72 100.87
PP 99.82 99.82 99.82 99.30
S1 97.21 97.21 98.86 96.17
S2 95.12 95.12 98.43
S3 90.42 92.51 98.00
S4 85.72 87.81 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.44 97.74 4.70 4.7% 2.65 2.7% 33% False False 351,858
10 103.39 97.74 5.65 5.7% 2.69 2.7% 27% False False 322,490
20 103.39 95.54 7.85 7.9% 2.95 3.0% 48% False False 297,059
40 115.27 95.18 20.09 20.2% 3.42 3.4% 20% False False 193,368
60 115.27 95.18 20.09 20.2% 3.08 3.1% 20% False False 142,767
80 115.27 93.10 22.17 22.3% 3.11 3.1% 28% False False 116,277
100 115.27 91.36 23.91 24.1% 2.83 2.8% 33% False False 98,167
120 115.27 90.36 24.91 25.1% 2.59 2.6% 36% False False 83,861
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.24
2.618 111.44
1.618 107.89
1.000 105.70
0.618 104.34
HIGH 102.15
0.618 100.79
0.500 100.38
0.382 99.96
LOW 98.60
0.618 96.41
1.000 95.05
1.618 92.86
2.618 89.31
4.250 83.51
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 100.38 100.23
PP 100.01 99.92
S1 99.65 99.60

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

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