NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 97.79 98.28 0.49 0.5% 98.71
High 98.70 101.72 3.02 3.1% 105.52
Low 95.95 98.28 2.33 2.4% 96.03
Close 97.84 100.89 3.05 3.1% 100.48
Range 2.75 3.44 0.69 25.1% 9.49
ATR 3.83 3.83 0.00 0.1% 0.00
Volume 32,201 49,138 16,937 52.6% 305,037
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 110.62 109.19 102.78
R3 107.18 105.75 101.84
R2 103.74 103.74 101.52
R1 102.31 102.31 101.21 103.03
PP 100.30 100.30 100.30 100.65
S1 98.87 98.87 100.57 99.59
S2 96.86 96.86 100.26
S3 93.42 95.43 99.94
S4 89.98 91.99 99.00
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
5 101.72 95.95 5.77 5.7% 3.54 3.5% 86% True False 47,589
10 110.10 95.51 14.59 14.5% 5.32 5.3% 37% False False 53,218
20 115.52 95.51 20.01 19.8% 3.91 3.9% 27% False False 40,686
40 115.52 95.51 20.01 19.8% 3.06 3.0% 27% False False 30,941
60 115.52 95.51 20.01 19.8% 3.01 3.0% 27% False False 27,580
80 115.52 91.88 23.64 23.4% 2.71 2.7% 38% False False 24,872
100 115.52 91.78 23.74 23.5% 2.44 2.4% 38% False False 21,408
120 115.52 85.65 29.87 29.6% 2.22 2.2% 51% False False 18,548
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 1.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.34
2.618 110.73
1.618 107.29
1.000 105.16
0.618 103.85
HIGH 101.72
0.618 100.41
0.500 100.00
0.382 99.59
LOW 98.28
0.618 96.15
1.000 94.84
1.618 92.71
2.618 89.27
4.250 83.66
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 100.59 100.21
PP 100.30 99.52
S1 100.00 98.84

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

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