NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 99.69 101.74 2.05 2.1% 99.86
High 102.10 102.37 0.27 0.3% 101.72
Low 98.66 100.18 1.52 1.5% 95.95
Close 101.82 100.82 -1.00 -1.0% 100.48
Range 3.44 2.19 -1.25 -36.3% 5.77
ATR 3.71 3.60 -0.11 -2.9% 0.00
Volume 63,694 61,461 -2,233 -3.5% 219,525
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 107.69 106.45 102.02
R3 105.50 104.26 101.42
R2 103.31 103.31 101.22
R1 102.07 102.07 101.02 101.60
PP 101.12 101.12 101.12 100.89
S1 99.88 99.88 100.62 99.41
S2 98.93 98.93 100.42
S3 96.74 97.69 100.22
S4 94.55 95.50 99.62
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
5 102.37 96.75 5.62 5.6% 3.33 3.3% 72% True False 54,673
10 102.37 95.95 6.42 6.4% 3.16 3.1% 76% True False 50,197
20 115.52 95.51 20.01 19.8% 4.18 4.1% 27% False False 48,697
40 115.52 95.51 20.01 19.8% 3.29 3.3% 27% False False 36,993
60 115.52 95.51 20.01 19.8% 3.01 3.0% 27% False False 30,233
80 115.52 93.92 21.60 21.4% 2.81 2.8% 32% False False 27,558
100 115.52 91.78 23.74 23.5% 2.56 2.5% 38% False False 24,460
120 115.52 89.40 26.12 25.9% 2.32 2.3% 44% False False 21,157
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 0.83
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.68
2.618 108.10
1.618 105.91
1.000 104.56
0.618 103.72
HIGH 102.37
0.618 101.53
0.500 101.28
0.382 101.02
LOW 100.18
0.618 98.83
1.000 97.99
1.618 96.64
2.618 94.45
4.250 90.87
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 101.28 100.46
PP 101.12 100.11
S1 100.97 99.75

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

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