NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 98.71 102.79 4.08 4.1% 114.61
High 104.29 104.93 0.64 0.6% 115.52
Low 98.48 101.08 2.60 2.6% 95.51
Close 103.47 104.87 1.40 1.4% 98.14
Range 5.81 3.85 -1.96 -33.7% 20.01
ATR 3.69 3.70 0.01 0.3% 0.00
Volume 59,221 68,307 9,086 15.3% 182,866
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 115.18 113.87 106.99
R3 111.33 110.02 105.93
R2 107.48 107.48 105.58
R1 106.17 106.17 105.22 106.83
PP 103.63 103.63 103.63 103.95
S1 102.32 102.32 104.52 102.98
S2 99.78 99.78 104.16
S3 95.93 98.47 103.81
S4 92.08 94.62 102.75
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 163.09 150.62 109.15
R3 143.08 130.61 103.64
R2 123.07 123.07 101.81
R1 110.60 110.60 99.97 106.83
PP 103.06 103.06 103.06 101.17
S1 90.59 90.59 96.31 86.82
S2 83.05 83.05 94.47
S3 63.04 70.58 92.64
S4 43.03 50.57 87.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.99 95.51 16.48 15.7% 6.21 5.9% 57% False False 52,499
10 115.52 95.51 20.01 19.1% 4.46 4.2% 47% False False 41,802
20 115.52 95.51 20.01 19.1% 3.56 3.4% 47% False False 34,301
40 115.52 95.51 20.01 19.1% 2.94 2.8% 47% False False 25,083
60 115.52 93.92 21.60 20.6% 2.84 2.7% 51% False False 24,238
80 115.52 91.88 23.64 22.5% 2.48 2.4% 55% False False 21,807
100 115.52 90.58 24.94 23.8% 2.25 2.1% 57% False False 18,668
120 115.52 83.43 32.09 30.6% 2.06 2.0% 67% False False 16,238
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.91
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121.29
2.618 115.01
1.618 111.16
1.000 108.78
0.618 107.31
HIGH 104.93
0.618 103.46
0.500 103.01
0.382 102.55
LOW 101.08
0.618 98.70
1.000 97.23
1.618 94.85
2.618 91.00
4.250 84.72
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 104.25 103.32
PP 103.63 101.77
S1 103.01 100.22

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

View Archives - Comment on this page... - Back to Index of Symbols