NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 99.73 99.62 -0.11 -0.1% 98.71
High 101.31 101.54 0.23 0.2% 105.52
Low 96.03 98.01 1.98 2.1% 96.03
Close 99.85 100.48 0.63 0.6% 100.48
Range 5.28 3.53 -1.75 -33.1% 9.49
ATR 4.04 4.00 -0.04 -0.9% 0.00
Volume 63,532 53,109 -10,423 -16.4% 305,037
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 110.60 109.07 102.42
R3 107.07 105.54 101.45
R2 103.54 103.54 101.13
R1 102.01 102.01 100.80 102.78
PP 100.01 100.01 100.01 100.39
S1 98.48 98.48 100.16 99.25
S2 96.48 96.48 99.83
S3 92.95 94.95 99.51
S4 89.42 91.42 98.54
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.15 124.30 105.70
R3 119.66 114.81 103.09
R2 110.17 110.17 102.22
R1 105.32 105.32 101.35 107.75
PP 100.68 100.68 100.68 101.89
S1 95.83 95.83 99.61 98.26
S2 91.19 91.19 98.74
S3 81.70 86.34 97.87
S4 72.21 76.85 95.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.52 96.03 9.49 9.4% 5.12 5.1% 47% False False 61,007
10 115.52 95.51 20.01 19.9% 5.37 5.3% 25% False False 48,790
20 115.52 95.51 20.01 19.9% 3.90 3.9% 25% False False 38,081
40 115.52 95.51 20.01 19.9% 3.03 3.0% 25% False False 28,620
60 115.52 93.92 21.60 21.5% 3.01 3.0% 30% False False 26,525
80 115.52 91.88 23.64 23.5% 2.65 2.6% 36% False False 23,730
100 115.52 91.78 23.74 23.6% 2.37 2.4% 37% False False 20,291
120 115.52 83.43 32.09 31.9% 2.18 2.2% 53% False False 17,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.54
2.618 110.78
1.618 107.25
1.000 105.07
0.618 103.72
HIGH 101.54
0.618 100.19
0.500 99.78
0.382 99.36
LOW 98.01
0.618 95.83
1.000 94.48
1.618 92.30
2.618 88.77
4.250 83.01
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 100.25 100.78
PP 100.01 100.68
S1 99.78 100.58

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

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