NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 97.97 99.69 1.72 1.8% 99.86
High 100.54 102.10 1.56 1.6% 101.72
Low 97.13 98.66 1.53 1.6% 95.95
Close 100.06 101.82 1.76 1.8% 100.48
Range 3.41 3.44 0.03 0.9% 5.77
ATR 3.73 3.71 -0.02 -0.6% 0.00
Volume 50,132 63,694 13,562 27.1% 219,525
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 111.18 109.94 103.71
R3 107.74 106.50 102.77
R2 104.30 104.30 102.45
R1 103.06 103.06 102.14 103.68
PP 100.86 100.86 100.86 101.17
S1 99.62 99.62 101.50 100.24
S2 97.42 97.42 101.19
S3 93.98 96.18 100.87
S4 90.54 92.74 99.93
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.69 114.36 103.65
R3 110.92 108.59 102.07
R2 105.15 105.15 101.54
R1 102.82 102.82 101.01 103.99
PP 99.38 99.38 99.38 99.97
S1 97.05 97.05 99.95 98.22
S2 93.61 93.61 99.42
S3 87.84 91.28 98.89
S4 82.07 85.51 97.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.10 96.75 5.35 5.3% 3.39 3.3% 95% True False 53,218
10 102.10 95.95 6.15 6.0% 3.47 3.4% 95% True False 50,404
20 115.52 95.51 20.01 19.7% 4.19 4.1% 32% False False 47,563
40 115.52 95.51 20.01 19.7% 3.28 3.2% 32% False False 35,758
60 115.52 95.51 20.01 19.7% 3.02 3.0% 32% False False 29,529
80 115.52 93.92 21.60 21.2% 2.80 2.7% 37% False False 27,004
100 115.52 91.78 23.74 23.3% 2.55 2.5% 42% False False 23,865
120 115.52 89.34 26.18 25.7% 2.31 2.3% 48% False False 20,687
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 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.72
2.618 111.11
1.618 107.67
1.000 105.54
0.618 104.23
HIGH 102.10
0.618 100.79
0.500 100.38
0.382 99.97
LOW 98.66
0.618 96.53
1.000 95.22
1.618 93.09
2.618 89.65
4.250 84.04
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 101.34 101.03
PP 100.86 100.24
S1 100.38 99.45

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

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